+317.2%
ADP vs ODFL
+548.9%
-231.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +0.3% | +0.6% | -0.4% | 0.0% |
| 30D | +11.6% | -6.3% | +17.9% | +13.6% |
| 3M | +15.1% | -19.1% | +34.2% | +22.3% |
| 6M | +46.0% | -9.9% | +56.0% | +49.2% |
| YTD | +22.4% | +9.9% | +12.4% | +15.1% |
| 1Y | +24.5% | +24.4% | +0.1% | +12.0% |
| 3Y | +44.8% | -11.0% | +55.8% | +39.4% |
| 5Y | +49.1% | -1.4% | +50.5% | +32.2% |
| All | +317.2% | +548.9% | -231.7% | +76.5% |
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