-16.6%
OKTA vs QS
-46.4%
+29.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -2.9% |
| 7D | -2.4% | -3.6% | +1.2% | -2.0% |
| 30D | +13.0% | -17.2% | +30.3% | +15.5% |
| 3M | +41.7% | -27.0% | +68.7% | +46.3% |
| 6M | +105.9% | -24.6% | +130.5% | +110.3% |
| YTD | +92.6% | -49.3% | +141.9% | +105.0% |
| 1Y | +81.1% | -40.3% | +121.4% | +86.2% |
| 3Y | +84.8% | -23.8% | +108.6% | +69.8% |
| 5Y | -34.4% | -75.0% | +40.5% | -36.2% |
| All | -16.6% | -46.4% | +29.8% | -0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling