+294.3%
QCOM vs OKTA
+670.0%
-375.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +4.3% | +8.4% | -4.1% | +2.4% |
| 30D | -0.1% | -13.7% | +13.6% | +3.2% |
| 3M | +5.2% | +18.0% | -12.8% | 0.0% |
| 6M | -18.4% | +133.8% | -152.2% | -35.4% |
| YTD | +2.4% | +111.5% | -109.1% | -18.0% |
| 1Y | +0.9% | +118.3% | -117.4% | -19.9% |
| 3Y | +48.4% | +168.0% | -119.6% | +9.1% |
| 5Y | +16.6% | -30.1% | +46.6% | +8.2% |
| All | +294.3% | +670.0% | -375.7% | +145.0% |
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