-33.3%
OKTA vs BTDR
+20.7%
-54.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -2.9% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | +13.0% | +32.6% | -19.6% | +11.0% |
| 3M | +41.7% | -32.2% | +73.9% | +43.8% |
| 6M | +105.9% | +52.4% | +53.6% | +97.3% |
| YTD | +92.6% | +6.7% | +85.9% | +87.7% |
| 1Y | +81.1% | -15.2% | +96.3% | +76.6% |
| 3Y | +84.8% | +14.9% | +69.9% | +65.6% |
| All | -33.3% | +20.7% | -54.0% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling