+95.2%
OKTA vs USFD
+165.3%
-70.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +3.2% |
| 30D | +16.0% | +3.5% | +12.5% | +15.0% |
| 3M | +38.2% | +26.6% | +11.6% | +30.5% |
| 6M | +137.8% | +11.7% | +126.1% | +130.9% |
| YTD | +97.3% | +38.1% | +59.2% | +73.2% |
| 1Y | +90.1% | +33.4% | +56.7% | +69.3% |
| All | +95.2% | +165.3% | -70.1% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling