+265.9%
IONQ vs OKTA
-33.7%
+299.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | +2.6% | -1.8% | -0.6% |
| 30D | -1.0% | +16.0% | -17.0% | -10.2% |
| 3M | -39.8% | +38.2% | -78.0% | -50.6% |
| 6M | +6.4% | +137.8% | -131.4% | -39.6% |
| YTD | -11.9% | +97.3% | -109.2% | -44.3% |
| 1Y | -6.2% | +90.1% | -96.3% | -39.1% |
| 3Y | +125.7% | +98.0% | +27.7% | +32.7% |
| 5Y | +296.0% | -36.9% | +332.9% | +326.5% |
| All | +265.9% | -33.7% | +299.6% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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