-31.4%
OKTA vs QS
-75.4%
+44.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | +0.4% | -5.0% | +5.4% | +1.3% |
| 30D | +13.8% | -18.3% | +32.1% | +18.4% |
| 3M | +48.9% | -26.0% | +74.9% | +56.9% |
| 6M | +114.9% | -24.0% | +139.0% | +122.0% |
| YTD | +97.9% | -50.3% | +148.2% | +121.2% |
| 1Y | +89.7% | -38.0% | +127.6% | +95.1% |
| 3Y | +95.8% | -24.6% | +120.4% | +57.4% |
| All | -31.4% | -75.4% | +44.0% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling