+117.0%
AA vs ODFL
+742.1%
-625.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -3.4% | -3.3% | -0.2% | -1.7% |
| 30D | -5.8% | -15.3% | +9.5% | +2.3% |
| 3M | -29.9% | -27.3% | -2.6% | -18.1% |
| 6M | -27.0% | -4.5% | -22.5% | -26.9% |
| YTD | -8.7% | +15.1% | -23.9% | -19.3% |
| 1Y | +50.6% | +21.1% | +29.5% | +28.4% |
| 3Y | +74.1% | -14.1% | +88.2% | +71.3% |
| 5Y | +2.6% | +26.6% | -24.0% | -24.8% |
| All | +117.0% | +742.1% | -625.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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