-34.1%
INTU vs OKTA
+171.9%
-206.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | +8.4% | -8.3% | -1.8% |
| 30D | +10.1% | -13.7% | +23.8% | +12.7% |
| 3M | -4.2% | +18.0% | -22.2% | -10.9% |
| 6M | -7.2% | +133.8% | -141.1% | -30.9% |
| YTD | -47.7% | +111.5% | -159.2% | -60.1% |
| 1Y | -46.7% | +118.3% | -165.0% | -59.7% |
| 3Y | -34.1% | +168.0% | -202.1% | -52.0% |
| All | -34.1% | +171.9% | -206.0% | -52.0% |
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