+90.1%
OKTA vs GWRE
-25.4%
+115.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -19.9% | +20.0% | +10.0% |
| 7D | +2.6% | -21.1% | +23.7% | +13.7% |
| 30D | +16.0% | +1.3% | +14.7% | +13.0% |
| 3M | +38.2% | +7.4% | +30.7% | +28.6% |
| 6M | +137.8% | +5.6% | +132.2% | +121.4% |
| YTD | +97.3% | -19.2% | +116.5% | +91.9% |
| 1Y | +90.1% | -25.1% | +115.3% | +88.2% |
| All | +90.1% | -25.4% | +115.5% | +88.2% |
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