-33.3%
OKTA vs ODFL
+25.4%
-58.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -2.4% | -3.3% | +0.9% | -0.9% |
| 30D | +13.0% | -15.3% | +28.3% | +22.1% |
| 3M | +41.7% | -27.3% | +69.0% | +63.4% |
| 6M | +105.9% | -4.5% | +110.4% | +106.9% |
| YTD | +92.6% | +15.1% | +77.4% | +72.7% |
| 1Y | +81.1% | +21.1% | +60.0% | +57.3% |
| 3Y | +84.8% | -14.1% | +98.9% | +83.3% |
| All | -33.3% | +25.4% | -58.7% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling