-24.5%
SYK vs OKTA
+105.3%
-129.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.0% | -9.7% | +2.9% |
| 7D | -7.0% | +9.3% | -16.3% | -6.6% |
| 30D | -16.9% | +26.5% | -43.4% | -15.6% |
| 3M | -9.5% | +60.3% | -69.8% | -7.0% |
| 6M | -15.9% | +135.5% | -151.4% | -11.3% |
| YTD | -19.4% | +115.6% | -135.0% | -14.6% |
| All | -24.5% | +105.3% | -129.8% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling