-0.5%
SWKS vs OKTA
+610.3%
-610.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -6.2% | -19.0% | +12.8% | -1.8% |
| 30D | -1.5% | -22.6% | +21.1% | +3.6% |
| 3M | +23.0% | +17.5% | +5.4% | +15.1% |
| 6M | +27.6% | +117.8% | -90.2% | -0.8% |
| YTD | +32.3% | +95.1% | -62.8% | +4.2% |
| 1Y | +20.1% | +96.4% | -76.3% | -5.6% |
| 3Y | +0.6% | +149.0% | -148.3% | -28.4% |
| 5Y | -42.3% | -33.8% | -8.5% | -46.0% |
| All | -0.5% | +610.3% | -610.7% | -48.4% |
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