+119.7%
OKTA vs Q
+19.7%
+100.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -14.2% | -3.3% | -10.9% | -13.9% |
| 30D | -12.5% | -9.7% | -2.8% | -12.0% |
| 3M | +29.2% | -16.1% | +45.3% | +30.8% |
| 6M | +147.3% | -15.7% | +163.0% | +145.6% |
| YTD | +120.9% | +45.7% | +75.2% | +93.6% |
| 1Y | +119.7% | +18.0% | +101.7% | +101.8% |
| All | +119.7% | +19.7% | +100.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling