+70.9%
QBTS vs OKTA
-35.6%
+106.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.4% |
| 7D | -1.0% | +0.4% | -1.4% | -1.2% |
| 30D | -17.6% | +13.8% | -31.5% | -22.5% |
| 3M | -28.3% | +48.9% | -77.2% | -38.6% |
| 6M | -11.2% | +114.9% | -126.1% | -35.4% |
| YTD | -36.3% | +97.9% | -134.2% | -52.2% |
| 1Y | +3.9% | +89.7% | -85.8% | -20.4% |
| 3Y | +1,728.8% | +95.8% | +1,632.9% | +1,285.5% |
| 5Y | +70.9% | -32.6% | +103.5% | +24.8% |
| All | +70.9% | -35.6% | +106.4% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling