+634.8%
OKTA vs ODFL
+582.5%
+52.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +4.3% |
| 7D | +5.9% | -3.0% | +8.9% | +7.3% |
| 30D | +14.6% | -14.3% | +28.8% | +23.1% |
| 3M | +44.0% | -26.7% | +70.7% | +65.6% |
| 6M | +116.7% | -7.5% | +124.2% | +121.2% |
| YTD | +99.8% | +16.5% | +83.2% | +79.0% |
| 1Y | +84.1% | +23.5% | +60.5% | +59.4% |
| 3Y | +97.7% | -12.1% | +109.8% | +93.9% |
| 5Y | -35.2% | +28.9% | -64.1% | -49.8% |
| All | +634.8% | +582.5% | +52.2% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling