+122.1%
QLD vs OKTA
-36.4%
+158.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | -1.8% | +13.0% | -14.8% | -7.9% |
| 3M | -1.8% | +43.4% | -45.2% | -16.5% |
| 6M | +36.9% | +107.6% | -70.7% | -4.0% |
| YTD | +28.7% | +93.8% | -65.1% | -8.2% |
| 1Y | +41.9% | +80.8% | -38.9% | +4.2% |
| 3Y | +184.2% | +91.8% | +92.4% | +93.0% |
| 5Y | +122.1% | -36.4% | +158.5% | +136.8% |
| All | +122.1% | -36.4% | +158.5% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling