-49.6%
ZTS vs OKTA
+90.9%
-140.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | +2.6% | -4.6% | -2.0% |
| 30D | +1.9% | +16.0% | -14.1% | +2.3% |
| 3M | -4.0% | +38.2% | -42.2% | -4.2% |
| 6M | -39.1% | +137.8% | -176.9% | -41.1% |
| YTD | -38.8% | +97.3% | -136.1% | -39.1% |
| 1Y | -49.6% | +90.1% | -139.7% | -48.6% |
| All | -49.6% | +90.9% | -140.4% | -48.6% |
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