+625.6%
OKTA vs JBHT
+224.1%
+401.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | +2.6% | +4.9% | -2.3% | +0.8% |
| 30D | +16.0% | +0.6% | +15.4% | +15.7% |
| 3M | +38.2% | -3.2% | +41.4% | +39.3% |
| 6M | +137.8% | +17.0% | +120.9% | +121.2% |
| YTD | +97.3% | +41.7% | +55.6% | +69.4% |
| 1Y | +90.1% | +90.0% | +0.1% | +42.8% |
| 3Y | +98.0% | +47.0% | +51.0% | +62.1% |
| 5Y | -36.9% | +58.3% | -95.2% | -50.2% |
| All | +625.6% | +224.1% | +401.6% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling