+612.9%
OKTA vs SWK
-7.7%
+620.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +13.0% | -8.9% | +21.9% | +16.5% |
| 3M | +43.4% | +20.5% | +22.9% | +34.0% |
| 6M | +107.6% | +27.1% | +80.5% | +88.8% |
| YTD | +93.8% | +30.2% | +63.6% | +73.9% |
| 1Y | +80.8% | +24.8% | +56.1% | +64.0% |
| 3Y | +91.8% | +16.3% | +75.5% | +70.6% |
| 5Y | -36.4% | -40.1% | +3.7% | -31.6% |
| All | +612.9% | -7.7% | +620.5% | +480.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling