+1,279.4%
QLD vs OKTA
+605.7%
+673.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.6% |
| 30D | -1.8% | +13.0% | -14.8% | -8.8% |
| 3M | -1.8% | +43.4% | -45.2% | -18.4% |
| 6M | +36.9% | +107.6% | -70.7% | -8.2% |
| YTD | +28.7% | +93.8% | -65.1% | -12.1% |
| 1Y | +41.9% | +80.8% | -38.9% | -0.1% |
| 3Y | +184.2% | +91.8% | +92.4% | +82.7% |
| 5Y | +122.1% | -36.4% | +158.5% | +119.4% |
| All | +1,279.4% | +605.7% | +673.7% | +429.6% |
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