+119.7%
OKTA vs ODFL
+32.0%
+87.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | -14.2% | +3.5% | -17.7% | -14.9% |
| 30D | -12.5% | 0.0% | -12.5% | -12.7% |
| 3M | +29.2% | -18.1% | +47.3% | +34.9% |
| 6M | +147.3% | -6.4% | +153.7% | +151.7% |
| YTD | +120.9% | +14.9% | +106.1% | +100.3% |
| 1Y | +119.7% | +27.7% | +92.0% | +89.7% |
| All | +119.7% | +32.0% | +87.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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