+0.3%
SWKS vs OKTA
+647.7%
-647.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.3% | -4.5% | -0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -2.0% |
| 30D | +8.5% | -23.5% | +32.0% | +14.6% |
| 3M | +17.3% | +19.7% | -2.4% | +9.3% |
| 6M | +25.1% | +111.6% | -86.5% | -1.8% |
| YTD | +33.3% | +105.4% | -72.0% | +3.7% |
| 1Y | +22.9% | +108.4% | -85.5% | -4.8% |
| 3Y | +5.5% | +167.8% | -162.3% | -26.2% |
| 5Y | -41.9% | -33.8% | -8.1% | -45.4% |
| All | +0.3% | +647.7% | -647.3% | -48.6% |
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