+185.3%
QLD vs OKTA
+97.2%
+88.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +2.6% | -2.1% | -0.3% |
| 30D | -0.1% | +16.0% | -16.2% | -5.6% |
| 3M | -8.4% | +38.2% | -46.5% | -18.4% |
| 6M | +32.2% | +137.8% | -105.6% | -6.4% |
| YTD | +28.9% | +97.3% | -68.4% | -2.2% |
| 1Y | +43.8% | +90.1% | -46.3% | +10.6% |
| All | +185.3% | +97.2% | +88.2% | +116.2% |
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 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