+14.7%
ADP vs ODFL
-11.6%
+26.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -5.5% | +0.2% | -5.6% | -5.5% |
| 30D | -1.2% | -13.4% | +12.2% | +0.8% |
| 3M | +17.9% | -24.2% | +42.0% | +22.5% |
| 6M | +20.3% | -3.3% | +23.6% | +19.9% |
| YTD | +5.8% | +19.8% | -13.9% | +1.0% |
| 1Y | -7.7% | +24.5% | -32.2% | -12.8% |
| 3Y | +14.7% | -9.6% | +24.4% | +12.3% |
| All | +14.7% | -11.6% | +26.3% | +12.3% |
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