-13.5%
OKTA vs QS
-47.0%
+33.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.6% | +9.7% | +3.8% |
| 7D | +5.9% | -4.2% | +10.1% | +6.3% |
| 30D | +14.6% | -15.7% | +30.2% | +16.8% |
| 3M | +44.0% | -28.7% | +72.7% | +49.1% |
| 6M | +116.7% | -23.2% | +139.9% | +120.9% |
| YTD | +99.8% | -49.9% | +149.7% | +113.0% |
| 1Y | +84.1% | -38.8% | +122.9% | +88.7% |
| 3Y | +97.7% | -24.0% | +121.7% | +81.7% |
| 5Y | -35.2% | -75.6% | +40.4% | -36.9% |
| All | -13.5% | -47.0% | +33.5% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling