+101.9%
OKTA vs BTSG
+382.3%
-280.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | +0.1% |
| 7D | +0.4% | -5.8% | +6.2% | +1.3% |
| 30D | +13.8% | 0.0% | +13.8% | +13.6% |
| 3M | +48.9% | -4.5% | +53.4% | +48.7% |
| 6M | +114.9% | +40.0% | +74.9% | +100.6% |
| YTD | +97.9% | +54.6% | +43.3% | +81.6% |
| 1Y | +89.7% | +106.1% | -16.4% | +66.5% |
| All | +101.9% | +382.3% | -280.5% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling