+128.2%
SYK vs OKTA
+620.5%
-492.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -12.3% | +0.4% | -12.7% | -12.4% |
| 30D | -22.4% | +13.8% | -36.3% | -24.1% |
| 3M | -12.3% | +48.9% | -61.2% | -17.5% |
| 6M | -24.3% | +114.9% | -139.2% | -33.3% |
| YTD | -22.8% | +97.9% | -120.6% | -31.4% |
| 1Y | -28.8% | +89.7% | -118.5% | -36.5% |
| 3Y | -4.0% | +95.8% | -99.8% | -17.3% |
| 5Y | +3.8% | -32.6% | +36.5% | -0.3% |
| All | +128.2% | +620.5% | -492.3% | +49.3% |
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 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