+84.8%
OKTA vs JEPI
+30.1%
+54.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.6% |
| 7D | -2.4% | -1.0% | -1.4% | -1.1% |
| 30D | +13.0% | -1.4% | +14.5% | +15.0% |
| 3M | +41.7% | +3.5% | +38.2% | +34.2% |
| 6M | +105.9% | +1.9% | +104.0% | +98.8% |
| YTD | +92.6% | +4.4% | +88.1% | +78.5% |
| 1Y | +81.1% | +7.2% | +73.9% | +61.0% |
| 3Y | +84.8% | +29.8% | +55.1% | +8.5% |
| All | +84.8% | +30.1% | +54.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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