+119.7%
OKTA vs SWK
+87.6%
+32.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.1% | -12.4% | -0.3% |
| 7D | -14.2% | +17.9% | -32.1% | -15.5% |
| 30D | -12.5% | +31.9% | -44.4% | -15.0% |
| 3M | +29.2% | +16.6% | +12.7% | +27.9% |
| 6M | +147.3% | +61.1% | +86.2% | +133.3% |
| YTD | +120.9% | +64.2% | +56.7% | +106.1% |
| 1Y | +119.7% | +85.2% | +34.5% | +96.0% |
| All | +119.7% | +87.6% | +32.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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