+1,108.6%
QLD vs OKTA
+670.0%
+438.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | +7.0% | +8.4% | -1.4% | +3.5% |
| 30D | -14.3% | -13.7% | -0.6% | -8.9% |
| 3M | -16.0% | +18.0% | -34.0% | -24.2% |
| 6M | -14.2% | +133.8% | -148.1% | -45.2% |
| YTD | +12.8% | +111.5% | -98.7% | -26.6% |
| 1Y | +14.1% | +118.3% | -104.3% | -27.0% |
| 3Y | +146.0% | +168.0% | -22.1% | +34.9% |
| 5Y | +82.0% | -30.1% | +112.1% | +71.4% |
| All | +1,108.6% | +670.0% | +438.6% | +342.2% |
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