+74.8%
QCOM vs OKTA
+91.3%
-16.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +4.9% | +3.5% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | +4.3% | +13.0% | -8.7% | +1.1% |
| 3M | -19.6% | +43.4% | -63.1% | -26.3% |
| 6M | +29.5% | +107.6% | -78.2% | +5.8% |
| YTD | +3.4% | +93.8% | -90.5% | -14.4% |
| 1Y | +10.9% | +80.8% | -69.9% | -6.5% |
| 3Y | +74.8% | +91.8% | -17.0% | +43.9% |
| All | +74.8% | +91.3% | -16.5% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling