+625.6%
OKTA vs USFD
+276.8%
+348.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +3.3% |
| 30D | +16.0% | +3.5% | +12.5% | +14.9% |
| 3M | +38.2% | +26.6% | +11.6% | +30.4% |
| 6M | +137.8% | +11.7% | +126.1% | +129.8% |
| YTD | +97.3% | +38.1% | +59.2% | +79.8% |
| 1Y | +90.1% | +33.4% | +56.7% | +74.4% |
| 3Y | +98.0% | +155.8% | -57.8% | +55.3% |
| 5Y | -36.9% | +214.0% | -250.9% | -52.7% |
| All | +625.6% | +276.8% | +348.8% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling