+627.8%
OKTA vs QSR
+84.7%
+543.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +0.4% | -4.7% | +5.1% | +2.3% |
| 30D | +13.8% | +4.3% | +9.5% | +11.5% |
| 3M | +48.9% | +5.4% | +43.4% | +44.6% |
| 6M | +114.9% | +8.2% | +106.8% | +105.8% |
| YTD | +97.9% | +14.1% | +83.8% | +85.1% |
| 1Y | +89.7% | +28.1% | +61.6% | +68.5% |
| 3Y | +95.8% | +25.3% | +70.6% | +73.9% |
| 5Y | -32.6% | +40.4% | -73.0% | -43.9% |
| All | +627.8% | +84.7% | +543.1% | +436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling