+119.7%
OKTA vs BTDR
-69.9%
+189.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.4% | +1.2% |
| 7D | -14.2% | -17.6% | +3.4% | -12.8% |
| 30D | -12.5% | -40.3% | +27.8% | -9.3% |
| 3M | +29.2% | -42.6% | +71.9% | +33.8% |
| 6M | +147.3% | -46.3% | +193.6% | +152.8% |
| YTD | +120.9% | -41.7% | +162.7% | +122.6% |
| 1Y | +119.7% | -69.4% | +189.1% | +124.0% |
| All | +119.7% | -69.9% | +189.6% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling