-42.3%
ACN vs ODFL
-13.4%
-29.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -7.9% | -2.8% | -5.1% | -7.2% |
| 30D | -1.1% | -13.7% | +12.6% | +2.6% |
| 3M | +5.6% | -23.4% | +29.0% | +12.9% |
| 6M | -9.9% | -7.2% | -2.8% | -9.2% |
| YTD | -32.3% | +15.6% | -48.0% | -36.2% |
| 1Y | -25.3% | +24.2% | -49.5% | -31.3% |
| All | -42.3% | -13.4% | -29.0% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling