+96.4%
OKTA vs BTSG
+389.4%
-293.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.9% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | +13.0% | -1.6% | +14.6% | +13.1% |
| 3M | +41.7% | -6.9% | +48.6% | +42.2% |
| 6M | +105.9% | +42.1% | +63.8% | +91.7% |
| YTD | +92.6% | +56.8% | +35.7% | +76.3% |
| 1Y | +81.1% | +109.8% | -28.8% | +58.5% |
| All | +96.4% | +389.4% | -293.0% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling