+119.7%
OKTA vs GWRE
-24.5%
+144.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | -2.3% |
| 7D | -14.2% | +2.2% | -16.4% | -15.3% |
| 30D | -12.5% | +4.5% | -17.0% | -15.5% |
| 3M | +29.2% | +6.4% | +22.8% | +19.7% |
| 6M | +147.3% | +18.8% | +128.5% | +112.2% |
| YTD | +120.9% | -15.1% | +136.1% | +111.7% |
| 1Y | +119.7% | -23.4% | +143.1% | +120.7% |
| All | +119.7% | -24.5% | +144.2% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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