+90.1%
OKTA vs JBL
+52.3%
+37.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.6% | +3.0% | -0.4% | +2.4% |
| 30D | +16.0% | -8.3% | +24.3% | +16.6% |
| 3M | +38.2% | -16.9% | +55.1% | +38.9% |
| 6M | +137.8% | +21.8% | +116.0% | +131.9% |
| YTD | +97.3% | +36.3% | +61.0% | +89.9% |
| 1Y | +90.1% | +49.5% | +40.6% | +79.3% |
| All | +90.1% | +52.3% | +37.8% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling