+35.4%
OKTA vs ZCMD
-100.0%
+135.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | -2.7% |
| 7D | -2.4% | -5.4% | +3.0% | -2.4% |
| 30D | +13.0% | -24.8% | +37.8% | +12.7% |
| 3M | +41.7% | -62.8% | +104.5% | +42.1% |
| 6M | +105.9% | -99.5% | +205.5% | +101.8% |
| YTD | +92.6% | -99.8% | +192.3% | +91.8% |
| 1Y | +81.1% | -99.9% | +181.0% | +84.5% |
| 3Y | +84.8% | -100.0% | +184.8% | +102.1% |
| 5Y | -34.4% | -100.0% | +65.5% | -27.6% |
| All | +35.4% | -100.0% | +135.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling