+1,457.0%
QBTS vs OKTA
+95.5%
+1,361.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | -17.6% | +13.8% | -31.5% | -24.9% |
| 3M | -28.3% | +48.9% | -77.2% | -44.1% |
| 6M | -11.2% | +114.9% | -126.1% | -48.4% |
| YTD | -36.3% | +97.9% | -134.2% | -61.0% |
| 1Y | +3.9% | +89.7% | -85.8% | -33.7% |
| All | +1,457.0% | +95.5% | +1,361.5% | +825.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling