+67.8%
ZETA vs OKTA
+90.9%
-23.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +2.7% | +2.6% | 0.0% | +1.2% |
| 30D | +15.8% | +16.0% | -0.2% | +5.1% |
| 3M | +35.4% | +38.2% | -2.7% | +9.3% |
| 6M | +67.1% | +137.8% | -70.7% | -8.8% |
| YTD | +54.1% | +97.3% | -43.2% | -2.8% |
| 1Y | +67.8% | +90.1% | -22.3% | +11.3% |
| All | +67.8% | +90.9% | -23.0% | +11.3% |
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