+250.7%
TQQQ vs OKTA
+90.2%
+160.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.7% |
| 7D | -1.9% | -2.4% | +0.5% | -1.0% |
| 30D | -4.9% | +13.0% | -17.9% | -11.5% |
| 3M | -6.4% | +41.7% | -48.1% | -22.4% |
| 6M | +44.4% | +105.9% | -61.5% | -6.2% |
| YTD | +35.2% | +92.6% | -57.4% | -9.9% |
| 1Y | +49.5% | +81.1% | -31.6% | +3.8% |
| 3Y | +250.7% | +84.8% | +165.9% | +144.6% |
| All | +250.7% | +90.2% | +160.5% | +144.6% |
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 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