-8.7%
SWKS vs OKTA
+605.7%
-614.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.3% |
| 7D | +11.8% | +0.7% | +11.1% | +11.6% |
| 30D | +6.7% | +13.0% | -6.3% | +2.4% |
| 3M | 0.0% | +43.4% | -43.4% | -10.1% |
| 6M | +38.7% | +107.6% | -68.9% | +10.1% |
| YTD | +21.4% | +93.8% | -72.5% | -2.8% |
| 1Y | +2.9% | +80.8% | -77.9% | -16.1% |
| 3Y | -16.4% | +91.8% | -108.2% | -35.5% |
| 5Y | -51.2% | -36.4% | -14.8% | -53.1% |
| All | -8.7% | +605.7% | -614.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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