+84.8%
OKTA vs JHX
-4.5%
+89.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | -2.4% | -6.3% | +3.9% | -1.3% |
| 30D | +13.0% | -7.7% | +20.8% | +14.6% |
| 3M | +41.7% | +19.2% | +22.5% | +36.9% |
| 6M | +105.9% | +38.3% | +67.7% | +92.4% |
| YTD | +92.6% | +37.2% | +55.3% | +79.8% |
| 1Y | +81.1% | +42.3% | +38.8% | +67.2% |
| 3Y | +84.8% | -4.4% | +89.2% | +82.4% |
| All | +84.8% | -4.5% | +89.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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