-35.6%
OKTA vs SWK
-38.7%
+3.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.6% | -0.4% | +3.1% | +2.8% |
| 30D | +16.0% | -5.7% | +21.7% | +18.7% |
| 3M | +38.2% | +24.1% | +14.1% | +26.2% |
| 6M | +137.8% | +24.7% | +113.1% | +114.4% |
| YTD | +97.3% | +33.9% | +63.4% | +71.6% |
| 1Y | +90.1% | +34.7% | +55.4% | +64.0% |
| 3Y | +98.0% | +15.3% | +82.7% | +72.0% |
| All | -35.6% | -38.7% | +3.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling