+275.2%
ADP vs ODFL
+745.7%
-470.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -5.7% | -2.8% | -2.9% | -4.9% |
| 30D | -1.4% | -13.7% | +12.3% | +3.0% |
| 3M | +16.6% | -23.4% | +39.9% | +25.9% |
| 6M | +24.9% | -7.2% | +32.1% | +25.9% |
| YTD | +5.6% | +15.6% | -10.1% | -1.9% |
| 1Y | -6.0% | +24.2% | -30.2% | -15.2% |
| 3Y | +14.5% | -12.8% | +27.2% | +11.7% |
| 5Y | +47.9% | +27.1% | +20.8% | +18.3% |
| All | +275.2% | +745.7% | -470.5% | +58.8% |
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 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