+608.2%
OKTA vs JHX
+103.2%
+505.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.6% |
| 6M | +105.9% | +38.3% | +67.7% | +83.1% |
| YTD | +92.6% | +37.2% | +55.3% | +70.8% |
| 1Y | +81.1% | +42.3% | +38.8% | +57.4% |
| 3Y | +84.8% | -4.4% | +89.2% | +66.7% |
| 5Y | -34.4% | -26.4% | -8.1% | -37.7% |
| All | +608.2% | +103.2% | +505.0% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling