+1,950.1%
TQQQ vs OKTA
+601.1%
+1,349.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +4.2% |
| 7D | -1.9% | -2.4% | +0.5% | -0.6% |
| 30D | -4.9% | +13.0% | -17.9% | -15.0% |
| 3M | -6.4% | +41.7% | -48.1% | -28.5% |
| 6M | +44.4% | +105.9% | -61.5% | -20.5% |
| YTD | +35.2% | +92.6% | -57.4% | -23.8% |
| 1Y | +49.5% | +81.1% | -31.6% | -11.9% |
| 3Y | +250.7% | +84.8% | +165.9% | +90.6% |
| 5Y | +104.7% | -34.4% | +139.1% | +114.1% |
| All | +1,950.1% | +601.1% | +1,349.0% | +506.7% |
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