-62.8%
ZTS vs OKTA
-35.6%
-27.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -4.5% | +0.4% | -4.9% | -4.5% |
| 30D | -3.3% | +13.8% | -17.1% | -4.9% |
| 3M | -9.7% | +48.9% | -58.6% | -14.2% |
| 6M | -38.8% | +114.9% | -153.8% | -45.0% |
| YTD | -41.2% | +97.9% | -139.1% | -46.7% |
| 1Y | -50.3% | +89.7% | -140.0% | -54.8% |
| 3Y | -59.1% | +95.8% | -155.0% | -63.9% |
| 5Y | -62.8% | -32.6% | -30.1% | -62.7% |
| All | -62.8% | -35.6% | -27.2% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling