+625.6%
OKTA vs SW
+143.0%
+482.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.6% | -5.1% | +7.7% | +3.3% |
| 30D | +16.0% | -4.6% | +20.6% | +16.6% |
| 3M | +38.2% | +9.4% | +28.8% | +36.2% |
| 6M | +137.8% | +3.5% | +134.3% | +135.2% |
| YTD | +97.3% | +22.0% | +75.3% | +91.1% |
| 1Y | +90.1% | +2.2% | +87.9% | +87.7% |
| 3Y | +98.0% | +19.6% | +78.4% | +89.1% |
| 5Y | -36.9% | -2.3% | -34.6% | -40.7% |
| All | +625.6% | +143.0% | +482.6% | +548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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