+119.7%
OKTA vs QID
-21.1%
+140.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | -0.2% |
| 7D | -14.2% | +9.8% | -24.0% | -9.8% |
| 30D | -12.5% | +18.9% | -31.4% | -4.0% |
| 3M | +29.2% | +9.6% | +19.7% | +37.5% |
| 6M | +147.3% | -7.8% | +155.2% | +151.6% |
| YTD | +120.9% | -23.3% | +144.3% | +113.3% |
| 1Y | +119.7% | -22.0% | +141.7% | +113.6% |
| All | +119.7% | -21.1% | +140.8% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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