+119.7%
OKTA vs BTI
+24.7%
+95.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +2.4% |
| 7D | -14.2% | +5.3% | -19.5% | -12.0% |
| 30D | -12.5% | +19.1% | -31.6% | -5.2% |
| 3M | +29.2% | +6.5% | +22.7% | +33.4% |
| 6M | +147.3% | +9.4% | +137.9% | +159.2% |
| YTD | +120.9% | +14.4% | +106.5% | +135.3% |
| 1Y | +119.7% | +23.9% | +95.8% | +133.4% |
| All | +119.7% | +24.7% | +95.0% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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