+183.2%
INTU vs OKTA
+620.5%
-437.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | -9.2% | +0.4% | -9.6% | -9.3% |
| 30D | -7.0% | +13.8% | -20.9% | -12.0% |
| 3M | +10.5% | +48.9% | -38.4% | -4.7% |
| 6M | -30.6% | +114.9% | -145.5% | -47.7% |
| YTD | -52.3% | +97.9% | -150.2% | -63.2% |
| 1Y | -51.8% | +89.7% | -141.5% | -62.3% |
| 3Y | -41.8% | +95.8% | -137.7% | -57.5% |
| 5Y | -42.8% | -32.6% | -10.2% | -46.7% |
| All | +183.2% | +620.5% | -437.2% | +43.3% |
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 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