+82.3%
OKTA vs ZM
+48.4%
+33.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | +0.4% |
| 7D | +0.7% | +1.6% | -0.9% | -0.1% |
| 30D | +13.0% | -7.7% | +20.7% | +17.4% |
| 3M | +43.4% | -4.7% | +48.1% | +46.1% |
| 6M | +107.6% | +24.4% | +83.2% | +88.3% |
| YTD | +93.8% | +11.8% | +82.1% | +82.5% |
| 1Y | +80.8% | +13.4% | +67.5% | +69.0% |
| 3Y | +91.8% | +33.8% | +58.0% | +64.2% |
| 5Y | -36.4% | -67.2% | +30.8% | -13.2% |
| All | +82.3% | +48.4% | +33.9% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling