+84.8%
OKTA vs QSR
+25.8%
+59.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -2.4% | -4.0% | +1.6% | -1.2% |
| 30D | +13.0% | +2.8% | +10.3% | +11.4% |
| 3M | +41.7% | +5.1% | +36.6% | +37.9% |
| 6M | +105.9% | +8.8% | +97.1% | +96.4% |
| YTD | +92.6% | +14.8% | +77.7% | +79.4% |
| 1Y | +81.1% | +25.7% | +55.3% | +61.1% |
| 3Y | +84.8% | +27.5% | +57.3% | +59.3% |
| All | +84.8% | +25.8% | +59.0% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling