-42.6%
INTU vs OKTA
-34.4%
-8.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.6% | -2.5% |
| 7D | -8.5% | +5.9% | -14.3% | -10.0% |
| 30D | -6.1% | +14.6% | -20.7% | -11.1% |
| 3M | +7.3% | +44.0% | -36.7% | -6.1% |
| 6M | -33.2% | +116.7% | -149.9% | -49.5% |
| YTD | -52.2% | +99.8% | -151.9% | -63.0% |
| 1Y | -52.7% | +84.1% | -136.7% | -62.6% |
| 3Y | -41.6% | +97.7% | -139.3% | -57.2% |
| 5Y | -42.6% | -35.2% | -7.5% | -47.0% |
| All | -42.6% | -34.4% | -8.2% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling