+86.2%
OKTA vs Q
+75.3%
+10.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.9% |
| 7D | +0.7% | +6.7% | -6.0% | +0.2% |
| 30D | +13.0% | -10.6% | +23.6% | +13.9% |
| 3M | +43.4% | -14.6% | +58.0% | +44.1% |
| 6M | +107.6% | +12.1% | +95.6% | +96.8% |
| YTD | +93.8% | +51.3% | +42.6% | +71.6% |
| All | +86.2% | +75.3% | +10.9% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling