-36.4%
OKTA vs USFD
+214.9%
-251.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.3% |
| 7D | +0.7% | -3.3% | +4.0% | +2.3% |
| 30D | +13.0% | -5.3% | +18.3% | +15.7% |
| 3M | +43.4% | +18.8% | +24.6% | +30.6% |
| 6M | +107.6% | +14.3% | +93.3% | +90.4% |
| YTD | +93.8% | +36.9% | +56.9% | +56.6% |
| 1Y | +80.8% | +31.7% | +49.1% | +48.7% |
| 3Y | +91.8% | +164.5% | -72.7% | -1.4% |
| 5Y | -36.4% | +212.6% | -249.0% | -71.6% |
| All | -36.4% | +214.9% | -251.3% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling