+51.9%
ZTS vs OKTA
+605.7%
-553.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.7% |
| 7D | -4.8% | +0.7% | -5.5% | -4.9% |
| 30D | +1.2% | +13.0% | -11.8% | -1.1% |
| 3M | -6.0% | +43.4% | -49.5% | -11.6% |
| 6M | -38.7% | +107.6% | -146.4% | -46.3% |
| YTD | -40.6% | +93.8% | -134.4% | -47.6% |
| 1Y | -50.6% | +80.8% | -131.4% | -56.0% |
| 3Y | -58.7% | +91.8% | -150.5% | -64.8% |
| 5Y | -62.8% | -36.4% | -26.4% | -63.9% |
| All | +51.9% | +605.7% | -553.7% | +0.5% |
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