+246.3%
ZETA vs OKTA
-22.4%
+268.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | +15.6% | +13.0% | +2.6% | +6.7% |
| 3M | +41.5% | +43.4% | -1.9% | +15.1% |
| 6M | +63.4% | +107.6% | -44.2% | +8.6% |
| YTD | +51.3% | +93.8% | -42.5% | +3.7% |
| 1Y | +65.8% | +80.8% | -15.0% | +18.1% |
| 3Y | +279.2% | +91.8% | +187.4% | +146.4% |
| 5Y | +341.8% | -36.4% | +378.1% | +334.5% |
| All | +246.3% | -22.4% | +268.8% | +242.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling