+471.2%
QQQ vs OKTA
+620.5%
-149.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -1.4% | +13.8% | -15.2% | -5.0% |
| 3M | +2.3% | +48.9% | -46.6% | -7.5% |
| 6M | +16.9% | +114.9% | -98.1% | -4.7% |
| YTD | +15.6% | +97.9% | -82.2% | -4.5% |
| 1Y | +22.6% | +89.7% | -67.1% | +2.0% |
| 3Y | +93.5% | +95.8% | -2.3% | +53.5% |
| 5Y | +93.9% | -32.6% | +126.5% | +84.5% |
| All | +471.2% | +620.5% | -149.3% | +229.4% |
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