+90.3%
ZETA vs OKTA
+114.8%
-24.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.3% |
| 7D | -5.0% | -14.2% | +9.2% | +2.0% |
| 30D | -3.3% | -12.5% | +9.1% | +2.1% |
| 3M | +31.0% | +29.2% | +1.8% | +10.7% |
| 6M | +72.2% | +147.3% | -75.2% | -4.2% |
| YTD | +56.2% | +120.9% | -64.8% | -7.0% |
| 1Y | +90.3% | +119.7% | -29.4% | +14.7% |
| All | +90.3% | +114.8% | -24.5% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 1y: compounded portfolio wealth divided by compounded OKTA 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…
1y analysis · Full analysis span regression · 6 months rolling