+89.7%
OKTA vs USFD
+23.2%
+66.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.3% |
| 7D | +0.4% | -8.0% | +8.4% | -1.6% |
| 30D | +13.8% | -13.1% | +26.9% | +10.2% |
| 3M | +48.9% | +6.5% | +42.4% | +51.2% |
| 6M | +114.9% | +5.7% | +109.2% | +120.0% |
| YTD | +97.9% | +27.5% | +70.3% | +99.7% |
| 1Y | +89.7% | +23.4% | +66.2% | +93.1% |
| All | +89.7% | +23.2% | +66.5% | +93.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling