+612.9%
OKTA vs BTI
+58.4%
+554.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.7% | -1.4% | +2.1% | +0.9% |
| 30D | +13.0% | -7.0% | +20.0% | +14.3% |
| 3M | +43.4% | -6.3% | +49.7% | +44.5% |
| 6M | +107.6% | -2.0% | +109.6% | +106.3% |
| YTD | +93.8% | +0.2% | +93.6% | +90.8% |
| 1Y | +80.8% | +3.8% | +77.0% | +76.3% |
| 3Y | +91.8% | +112.1% | -20.3% | +53.8% |
| 5Y | -36.4% | +113.6% | -150.0% | -49.4% |
| All | +612.9% | +58.4% | +554.5% | +546.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling