-89.3%
SQQQ vs OKTA
+90.2%
-179.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -3.8% |
| 7D | +1.8% | -2.4% | +4.2% | +0.7% |
| 30D | +4.2% | +13.0% | -8.9% | +11.7% |
| 3M | -3.3% | +41.7% | -45.0% | +17.3% |
| 6M | -43.6% | +105.9% | -149.6% | -14.3% |
| YTD | -41.9% | +92.6% | -134.4% | -14.1% |
| 1Y | -50.6% | +81.1% | -131.7% | -28.6% |
| 3Y | -89.3% | +84.8% | -174.1% | -81.4% |
| All | -89.3% | +90.2% | -179.5% | -81.4% |
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 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