+138.2%
SYK vs OKTA
+685.1%
-546.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.0% | -9.7% | +0.8% |
| 7D | -7.0% | +9.3% | -16.3% | -8.1% |
| 30D | -16.9% | +26.5% | -43.4% | -19.8% |
| 3M | -9.5% | +60.3% | -69.8% | -15.6% |
| 6M | -15.9% | +135.5% | -151.4% | -26.7% |
| YTD | -19.4% | +115.6% | -135.0% | -29.2% |
| 1Y | -25.7% | +106.4% | -132.1% | -34.5% |
| 3Y | -1.6% | +116.7% | -118.3% | -16.4% |
| 5Y | +7.9% | -26.4% | +34.2% | +2.3% |
| All | +138.2% | +685.1% | -546.8% | +54.1% |
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