+85.0%
OKTA vs Q
+79.8%
+5.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.9% |
| 7D | -2.4% | +4.9% | -7.3% | -2.8% |
| 30D | +13.0% | -11.0% | +24.0% | +14.0% |
| 3M | +41.7% | -15.2% | +56.9% | +42.4% |
| 6M | +105.9% | +8.8% | +97.1% | +96.8% |
| YTD | +92.6% | +55.1% | +37.5% | +70.2% |
| All | +85.0% | +79.8% | +5.2% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling