+116.7%
OKTA vs ZCMD
-99.4%
+216.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +3.2% |
| 7D | +5.9% | -4.1% | +10.0% | +5.8% |
| 30D | +14.6% | -22.7% | +37.3% | +13.4% |
| 3M | +44.0% | -62.5% | +106.5% | +38.4% |
| 6M | +116.7% | -99.5% | +216.2% | +27.5% |
| All | +116.7% | -99.4% | +216.1% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling