+50.7%
ZTS vs OKTA
+601.1%
-550.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.5% |
| 7D | -3.7% | -2.4% | -1.3% | -3.4% |
| 30D | -0.8% | +13.0% | -13.8% | -3.1% |
| 3M | -9.7% | +41.7% | -51.4% | -14.9% |
| 6M | -38.4% | +105.9% | -144.3% | -45.9% |
| YTD | -41.1% | +92.6% | -133.6% | -48.0% |
| 1Y | -50.6% | +81.1% | -131.7% | -56.0% |
| 3Y | -59.1% | +84.8% | -144.0% | -64.9% |
| 5Y | -62.7% | -34.4% | -28.3% | -64.0% |
| All | +50.7% | +601.1% | -550.3% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling