+608.2%
OKTA vs QSR
+85.9%
+522.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -4.0% | +1.6% | -0.9% |
| 30D | +13.0% | +2.8% | +10.3% | +11.4% |
| 3M | +41.7% | +5.1% | +36.6% | +37.8% |
| 6M | +105.9% | +8.8% | +97.1% | +96.7% |
| YTD | +92.6% | +14.8% | +77.7% | +79.7% |
| 1Y | +81.1% | +25.7% | +55.3% | +62.1% |
| 3Y | +84.8% | +27.5% | +57.3% | +63.0% |
| 5Y | -34.4% | +41.3% | -75.7% | -45.6% |
| All | +608.2% | +85.9% | +522.3% | +421.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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