+86.1%
OKTA vs Z
-63.6%
+149.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +52.2% |
| 6M | +114.9% | -29.1% | +144.0% | +136.7% |
| YTD | +97.9% | -54.2% | +152.1% | +148.3% |
| All | +86.1% | -63.6% | +149.7% | +147.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling