-33.3%
OKTA vs JEPI
+41.5%
-74.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.8% |
| 7D | -2.4% | -1.0% | -1.4% | -0.8% |
| 30D | +13.0% | -1.4% | +14.5% | +15.4% |
| 3M | +41.7% | +3.5% | +38.2% | +32.8% |
| 6M | +105.9% | +1.9% | +104.0% | +97.3% |
| YTD | +92.6% | +4.4% | +88.1% | +76.4% |
| 1Y | +81.1% | +7.2% | +73.9% | +58.2% |
| 3Y | +84.8% | +29.8% | +55.1% | +12.4% |
| All | -33.3% | +41.5% | -74.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling