+84.8%
OKTA vs JBL
+195.4%
-110.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.7% | -3.8% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | +13.0% | -13.1% | +26.1% | +16.5% |
| 3M | +41.7% | -15.6% | +57.3% | +46.2% |
| 6M | +105.9% | +24.6% | +81.4% | +90.4% |
| YTD | +92.6% | +39.6% | +53.0% | +71.2% |
| 1Y | +81.1% | +48.6% | +32.4% | +56.8% |
| 3Y | +84.8% | +197.3% | -112.4% | +26.9% |
| All | +84.8% | +195.4% | -110.6% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling