-10.4%
SWKS vs OKTA
+618.3%
-628.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +2.6% | +9.9% | +11.7% |
| 30D | +10.5% | +16.0% | -5.5% | +5.4% |
| 3M | -7.4% | +38.2% | -45.6% | -15.9% |
| 6M | +32.7% | +137.8% | -105.1% | +1.3% |
| YTD | +19.2% | +97.3% | -78.1% | -4.9% |
| 1Y | +2.4% | +90.1% | -87.7% | -17.5% |
| 3Y | -25.6% | +98.0% | -123.6% | -43.1% |
| 5Y | -53.4% | -36.9% | -16.5% | -55.1% |
| All | -10.4% | +618.3% | -628.7% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling