+627.8%
OKTA vs ZBRA
+273.3%
+354.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.4% | -3.8% | +4.2% | +2.1% |
| 30D | +13.8% | -10.2% | +24.0% | +19.5% |
| 3M | +48.9% | +58.7% | -9.8% | +17.6% |
| 6M | +114.9% | +61.9% | +53.0% | +65.7% |
| YTD | +97.9% | +41.7% | +56.2% | +60.9% |
| 1Y | +89.7% | +12.4% | +77.3% | +71.3% |
| 3Y | +95.8% | +34.2% | +61.6% | +53.1% |
| 5Y | -32.6% | -40.8% | +8.1% | -23.1% |
| All | +627.8% | +273.3% | +354.5% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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