+625.6%
OKTA vs Z
+1.7%
+623.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +2.6% | -3.0% | +5.6% | +3.6% |
| 30D | +16.0% | -4.2% | +20.2% | +17.5% |
| 3M | +38.2% | -3.7% | +41.9% | +39.1% |
| 6M | +137.8% | -24.5% | +162.3% | +158.6% |
| YTD | +97.3% | -49.3% | +146.6% | +143.9% |
| 1Y | +90.1% | -58.7% | +148.8% | +150.4% |
| 3Y | +98.0% | -34.1% | +132.1% | +110.3% |
| 5Y | -36.9% | -64.5% | +27.6% | -25.3% |
| All | +625.6% | +1.7% | +623.9% | +513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling