+81.1%
OKTA vs ZM
+47.0%
+34.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -2.4% | -5.7% | +3.3% | +0.2% |
| 30D | +13.0% | -9.1% | +22.1% | +18.2% |
| 3M | +41.7% | +3.5% | +38.2% | +39.3% |
| 6M | +105.9% | +25.7% | +80.3% | +85.9% |
| YTD | +92.6% | +10.8% | +81.8% | +82.1% |
| 1Y | +81.1% | +12.8% | +68.3% | +69.6% |
| 3Y | +84.8% | +33.1% | +51.7% | +58.6% |
| 5Y | -34.4% | -68.3% | +33.9% | -9.5% |
| All | +81.1% | +47.0% | +34.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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