+84.8%
OKTA vs ZCMD
-100.0%
+184.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.1% | +4.4% | -2.8% |
| 7D | -2.4% | -5.4% | +3.0% | -2.5% |
| 30D | +13.0% | -24.8% | +37.8% | +12.3% |
| 3M | +41.7% | -62.8% | +104.5% | +43.1% |
| 6M | +105.9% | -99.5% | +205.5% | +85.3% |
| YTD | +92.6% | -99.8% | +192.3% | +73.7% |
| 1Y | +81.1% | -99.9% | +181.0% | +63.3% |
| 3Y | +84.8% | -100.0% | +184.8% | +52.9% |
| All | +84.8% | -100.0% | +184.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling