+65.5%
QBTS vs OKTA
-32.9%
+98.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.7% |
| 7D | +1.3% | -2.4% | +3.7% | +2.0% |
| 30D | -19.0% | +13.0% | -32.0% | -23.3% |
| 3M | -29.5% | +41.7% | -71.2% | -38.0% |
| 6M | -11.2% | +105.9% | -117.1% | -33.0% |
| YTD | -35.8% | +92.6% | -128.3% | -50.5% |
| 1Y | +1.7% | +81.1% | -79.4% | -19.5% |
| 3Y | +1,470.1% | +84.8% | +1,385.3% | +1,129.8% |
| 5Y | +72.3% | -34.4% | +106.8% | +33.2% |
| All | +65.5% | -32.9% | +98.4% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling