+168.0%
OKTA vs SWK
+50.7%
+117.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +8.4% | -1.4% | +9.8% | +8.7% |
| 30D | -13.7% | +25.5% | -39.2% | -18.2% |
| 3M | +18.0% | +11.8% | +6.2% | +14.8% |
| 6M | +133.8% | +48.7% | +85.2% | +111.7% |
| YTD | +111.5% | +57.2% | +54.3% | +87.1% |
| 1Y | +118.3% | +75.3% | +43.1% | +87.3% |
| 3Y | +168.0% | +51.9% | +116.1% | +113.0% |
| All | +168.0% | +50.7% | +117.3% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling