-42.1%
QXO vs OKTA
+83.4%
-125.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.5% |
| 7D | -7.8% | -2.4% | -5.4% | -7.6% |
| 30D | -18.1% | +13.0% | -31.1% | -19.4% |
| 3M | -25.8% | +41.7% | -67.5% | -29.4% |
| 6M | -41.7% | +105.9% | -147.7% | -48.4% |
| YTD | -36.2% | +92.6% | -128.7% | -41.6% |
| 1Y | -42.1% | +81.1% | -123.2% | -45.3% |
| All | -42.1% | +83.4% | -125.5% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling