-33.3%
OKTA vs JHX
-27.7%
-5.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | -2.4% | -6.3% | +3.9% | -0.5% |
| 30D | +13.0% | -7.7% | +20.8% | +15.6% |
| 3M | +41.7% | +19.2% | +22.5% | +33.5% |
| 6M | +105.9% | +38.3% | +67.7% | +82.6% |
| YTD | +92.6% | +37.2% | +55.3% | +70.3% |
| 1Y | +81.1% | +42.3% | +38.8% | +56.8% |
| 3Y | +84.8% | -4.4% | +89.2% | +61.2% |
| All | -33.3% | -27.7% | -5.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling