+627.8%
OKTA vs Z
-8.1%
+635.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | 0.0% |
| 7D | +0.4% | -11.6% | +12.0% | +4.6% |
| 30D | +13.8% | -8.5% | +22.3% | +17.1% |
| 3M | +48.9% | -7.9% | +56.8% | +52.0% |
| 6M | +114.9% | -29.1% | +144.0% | +138.6% |
| YTD | +97.9% | -54.2% | +152.1% | +153.1% |
| 1Y | +89.7% | -63.5% | +153.2% | +160.7% |
| 3Y | +95.8% | -38.6% | +134.4% | +112.9% |
| 5Y | -32.6% | -66.0% | +33.3% | -18.8% |
| All | +627.8% | -8.1% | +635.9% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling