-41.5%
INTU vs OKTA
+97.4%
-138.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -2.4% |
| 7D | -8.5% | +5.9% | -14.3% | -9.8% |
| 30D | -6.1% | +14.6% | -20.7% | -10.3% |
| 3M | +7.3% | +44.0% | -36.7% | -4.8% |
| 6M | -33.2% | +116.7% | -149.9% | -48.3% |
| YTD | -52.2% | +99.8% | -151.9% | -62.2% |
| 1Y | -52.7% | +84.1% | -136.7% | -61.9% |
| All | -41.5% | +97.4% | -138.9% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling