+634.8%
OKTA vs QID
-98.8%
+733.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.4% |
| 7D | +5.9% | -1.9% | +7.8% | +4.7% |
| 30D | +14.6% | +1.7% | +12.9% | +16.6% |
| 3M | +44.0% | -3.9% | +47.9% | +43.8% |
| 6M | +116.7% | -30.0% | +146.7% | +81.7% |
| YTD | +99.8% | -28.2% | +128.0% | +71.5% |
| 1Y | +84.1% | -35.6% | +119.7% | +49.9% |
| 3Y | +97.7% | -74.3% | +172.0% | +6.9% |
| 5Y | -35.2% | -80.8% | +45.6% | -60.5% |
| All | +634.8% | -98.8% | +733.6% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling