+627.8%
OKTA vs ZBH
-14.5%
+642.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.1% |
| 7D | +0.4% | -6.6% | +7.0% | +2.8% |
| 30D | +13.8% | -4.9% | +18.7% | +15.6% |
| 3M | +48.9% | +5.1% | +43.8% | +44.6% |
| 6M | +114.9% | +1.3% | +113.6% | +110.4% |
| YTD | +97.9% | +3.4% | +94.5% | +91.7% |
| 1Y | +89.7% | -8.7% | +98.4% | +90.9% |
| 3Y | +95.8% | -21.2% | +117.0% | +104.3% |
| 5Y | -32.6% | -29.2% | -3.4% | -26.9% |
| All | +627.8% | -14.5% | +642.3% | +585.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling