+84.8%
OKTA vs ZBH
-20.7%
+105.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.7% |
| 7D | -2.4% | -4.7% | +2.3% | -2.3% |
| 30D | +13.0% | -4.5% | +17.5% | +13.0% |
| 3M | +41.7% | +7.6% | +34.1% | +40.6% |
| 6M | +105.9% | +0.3% | +105.7% | +105.2% |
| YTD | +92.6% | +4.5% | +88.0% | +91.3% |
| 1Y | +81.1% | -9.4% | +90.4% | +81.5% |
| 3Y | +84.8% | -21.5% | +106.3% | +91.6% |
| All | +84.8% | -20.7% | +105.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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