+139.4%
QLD vs OKTA
+141.0%
-1.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | -10.3% | -19.0% | +8.7% | -4.4% |
| 30D | -26.1% | -22.6% | -3.4% | -20.3% |
| 3M | -17.8% | +17.5% | -35.3% | -22.8% |
| 6M | -15.6% | +117.8% | -133.4% | -37.4% |
| YTD | +5.4% | +95.1% | -89.7% | -19.9% |
| 1Y | +5.2% | +96.4% | -91.2% | -20.3% |
| 3Y | +139.4% | +149.0% | -9.5% | +71.6% |
| All | +139.4% | +141.0% | -1.5% | +71.6% |
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 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