-34.2%
QXO vs OKTA
+601.1%
-635.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.6% |
| 3M | -25.8% | +41.7% | -67.5% | -29.1% |
| 6M | -41.7% | +105.9% | -147.7% | -47.3% |
| YTD | -36.2% | +92.6% | -128.7% | -41.9% |
| 1Y | -42.1% | +81.1% | -123.2% | -46.9% |
| 3Y | -46.2% | +84.8% | -131.0% | -51.4% |
| 5Y | -70.7% | -34.4% | -36.3% | -70.6% |
| All | -34.2% | +601.1% | -635.3% | -36.6% |
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