-17.4%
AA vs ODFL
+0.3%
-17.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.5% |
| 7D | +0.5% | +5.8% | -5.3% | -1.8% |
| 30D | -0.6% | -5.3% | +4.7% | +1.5% |
| 3M | -19.7% | -19.0% | -0.7% | -12.7% |
| 6M | -41.6% | -7.5% | -34.1% | -40.4% |
| YTD | -24.6% | +11.8% | -36.4% | -31.6% |
| 1Y | +4.9% | +29.7% | -24.8% | -11.6% |
| 3Y | +66.8% | -9.1% | +76.0% | +58.8% |
| All | -17.4% | +0.3% | -17.6% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling