+6.1%
SWKS vs OKTA
+667.4%
-661.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +5.5% |
| 7D | +5.7% | -4.6% | +10.3% | +6.7% |
| 30D | +17.3% | -19.7% | +37.1% | +22.6% |
| 3M | +28.3% | +21.2% | +7.0% | +19.3% |
| 6M | +26.1% | +123.1% | -97.0% | -2.3% |
| YTD | +41.1% | +110.8% | -69.7% | +9.1% |
| 1Y | +31.4% | +113.0% | -81.5% | +1.3% |
| 3Y | +7.3% | +168.9% | -161.6% | -25.0% |
| 5Y | -37.7% | -28.7% | -9.0% | -42.6% |
| All | +6.1% | +667.4% | -661.2% | -46.0% |
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