+201.3%
INTU vs OKTA
+618.3%
-417.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | +2.6% | -9.7% | -7.9% |
| 30D | +1.5% | +16.0% | -14.6% | -4.5% |
| 3M | +10.7% | +38.2% | -27.5% | -2.4% |
| 6M | -23.8% | +137.8% | -161.6% | -44.4% |
| YTD | -49.3% | +97.3% | -146.6% | -60.8% |
| 1Y | -49.7% | +90.1% | -139.8% | -60.7% |
| 3Y | -38.0% | +98.0% | -136.0% | -54.9% |
| 5Y | -38.7% | -36.9% | -1.8% | -41.7% |
| All | +201.3% | +618.3% | -417.0% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling