+303.7%
QCOM vs OKTA
+667.4%
-363.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | +2.0% | -4.6% | +6.6% | +3.1% |
| 30D | +1.2% | -19.7% | +21.0% | +6.2% |
| 3M | +9.1% | +21.2% | -12.1% | +3.0% |
| 6M | -25.0% | +123.1% | -148.1% | -39.9% |
| YTD | +4.8% | +110.8% | -105.9% | -16.0% |
| 1Y | +3.6% | +113.0% | -109.4% | -17.2% |
| 3Y | +51.5% | +168.9% | -117.4% | +11.3% |
| 5Y | +19.7% | -28.7% | +48.4% | +10.6% |
| All | +303.7% | +667.4% | -363.7% | +151.0% |
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