+303.3%
QCOM vs OKTA
+627.3%
-324.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +0.6% |
| 7D | +4.4% | +5.9% | -1.5% | +3.0% |
| 30D | +9.4% | +14.6% | -5.2% | +5.0% |
| 3M | -13.7% | +44.0% | -57.7% | -21.7% |
| 6M | +28.9% | +116.7% | -87.8% | +3.6% |
| YTD | +4.7% | +99.8% | -95.0% | -14.7% |
| 1Y | +13.5% | +84.1% | -70.6% | -5.7% |
| 3Y | +77.1% | +97.7% | -20.6% | +39.8% |
| 5Y | +38.9% | -35.2% | +74.1% | +31.4% |
| All | +303.3% | +627.3% | -324.0% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling