+1,106.3%
QLD vs OKTA
+647.7%
+458.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.3% | +1.5% | +4.6% |
| 7D | -1.4% | -3.9% | +2.5% | +0.6% |
| 30D | -19.6% | -23.5% | +3.9% | -10.1% |
| 3M | -14.1% | +19.7% | -33.9% | -23.1% |
| 6M | -13.6% | +111.6% | -125.3% | -42.3% |
| YTD | +12.5% | +105.4% | -92.8% | -25.9% |
| 1Y | +13.1% | +108.4% | -95.2% | -26.1% |
| 3Y | +154.7% | +167.8% | -13.1% | +39.6% |
| 5Y | +81.1% | -33.8% | +114.9% | +74.9% |
| All | +1,106.3% | +647.7% | +458.6% | +346.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling