+608.2%
OKTA vs QID
-98.8%
+707.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -3.8% |
| 7D | -2.4% | +1.3% | -3.7% | -1.7% |
| 30D | +13.0% | +2.9% | +10.1% | +15.8% |
| 3M | +41.7% | -0.7% | +42.4% | +43.9% |
| 6M | +105.9% | -29.7% | +135.6% | +73.1% |
| YTD | +92.6% | -27.9% | +120.4% | +65.8% |
| 1Y | +81.1% | -34.6% | +115.6% | +48.9% |
| 3Y | +84.8% | -73.5% | +158.4% | +1.7% |
| 5Y | -34.4% | -81.0% | +46.6% | -60.2% |
| All | +608.2% | -98.8% | +707.0% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling