+93.3%
QQQM vs OKTA
+90.2%
+3.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.2% |
| 30D | -1.2% | +13.0% | -14.2% | -3.5% |
| 3M | -0.1% | +41.7% | -41.8% | -6.2% |
| 6M | +18.0% | +105.9% | -88.0% | +2.3% |
| YTD | +16.7% | +92.6% | -75.9% | +2.1% |
| 1Y | +23.0% | +81.1% | -58.0% | +8.9% |
| 3Y | +93.3% | +84.8% | +8.5% | +68.1% |
| All | +93.3% | +90.2% | +3.1% | +68.1% |
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