-65.1%
QBTS vs OKTA
+114.8%
-179.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -11.8% | -14.2% | +2.4% | -6.8% |
| 30D | -33.6% | -12.5% | -21.2% | -30.3% |
| 3M | -52.5% | +29.2% | -81.7% | -57.1% |
| 6M | -50.4% | +147.3% | -197.7% | -68.7% |
| YTD | -60.3% | +120.9% | -181.2% | -72.9% |
| 1Y | -65.1% | +119.7% | -184.8% | -75.0% |
| All | -65.1% | +114.8% | -179.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling