+119.7%
OKTA vs QS
-71.4%
+191.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | -0.7% |
| 7D | -14.2% | +4.5% | -18.7% | -14.9% |
| 30D | -12.5% | -4.1% | -8.4% | -11.9% |
| 3M | +29.2% | -22.1% | +51.4% | +34.7% |
| 6M | +147.3% | -38.4% | +185.7% | +163.7% |
| YTD | +120.9% | -57.5% | +178.4% | +146.0% |
| 1Y | +119.7% | -71.3% | +191.0% | +159.4% |
| All | +119.7% | -71.4% | +191.1% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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