+103.8%
OKTA vs BTSG
+416.6%
-312.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.2% |
| 7D | +5.9% | +2.9% | +3.0% | +5.4% |
| 30D | +14.6% | +0.9% | +13.7% | +14.2% |
| 3M | +44.0% | +1.6% | +42.4% | +42.5% |
| 6M | +116.7% | +46.8% | +69.9% | +100.9% |
| YTD | +99.8% | +65.5% | +34.2% | +81.5% |
| 1Y | +84.1% | +136.2% | -52.2% | +58.2% |
| All | +103.8% | +416.6% | -312.8% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling