+608.2%
OKTA vs BTG
+138.4%
+469.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -2.4% | -3.8% | +1.3% | -1.9% |
| 30D | +13.0% | +3.6% | +9.4% | +12.4% |
| 3M | +41.7% | +32.0% | +9.7% | +35.6% |
| 6M | +105.9% | +3.4% | +102.6% | +102.6% |
| YTD | +92.6% | +20.8% | +71.8% | +84.1% |
| 1Y | +81.1% | +22.4% | +58.6% | +71.4% |
| 3Y | +84.8% | +91.7% | -6.9% | +59.7% |
| 5Y | -34.4% | +79.0% | -113.4% | -43.4% |
| All | +608.2% | +138.4% | +469.8% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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