+677.8%
OKTA vs USFD
+292.8%
+385.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +8.4% | +1.7% | +6.7% | +8.0% |
| 30D | -13.7% | +10.2% | -23.9% | -15.7% |
| 3M | +18.0% | -1.5% | +19.5% | +17.9% |
| 6M | +133.8% | +27.3% | +106.5% | +119.4% |
| YTD | +111.5% | +44.0% | +67.5% | +90.3% |
| 1Y | +118.3% | +50.4% | +68.0% | +94.1% |
| 3Y | +168.0% | +153.6% | +14.5% | +110.1% |
| 5Y | -30.1% | +219.0% | -249.0% | -47.9% |
| All | +677.8% | +292.8% | +385.0% | +443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling