+81.1%
OKTA vs ODFL
+24.1%
+56.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | +13.0% | -15.3% | +28.3% | +17.7% |
| 3M | +41.7% | -27.3% | +69.0% | +52.6% |
| 6M | +105.9% | -4.5% | +110.4% | +107.2% |
| YTD | +92.6% | +15.1% | +77.4% | +76.3% |
| 1Y | +81.1% | +21.1% | +60.0% | +63.3% |
| All | +81.1% | +24.1% | +56.9% | +63.3% |
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