+40.5%
OKTA vs ZCMD
-100.0%
+140.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +3.1% |
| 7D | +5.9% | -4.1% | +10.0% | +5.9% |
| 30D | +14.6% | -22.7% | +37.3% | +14.3% |
| 3M | +44.0% | -62.5% | +106.5% | +44.2% |
| 6M | +116.7% | -99.5% | +216.2% | +112.1% |
| YTD | +99.8% | -99.7% | +199.5% | +99.1% |
| 1Y | +84.1% | -99.9% | +184.0% | +87.6% |
| 3Y | +97.7% | -100.0% | +197.7% | +116.2% |
| 5Y | -35.2% | -100.0% | +64.8% | -28.3% |
| All | +40.5% | -100.0% | +140.5% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling