+7,766.3%
ADP vs ODFL
+29,515.9%
-21,749.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.3% |
| 7D | +3.2% | -5.4% | +8.6% | +3.8% |
| 30D | +12.8% | -7.7% | +20.4% | +13.7% |
| 3M | +12.3% | -20.8% | +33.1% | +15.1% |
| 6M | +45.4% | -15.0% | +60.5% | +47.6% |
| YTD | +21.4% | +7.6% | +13.8% | +19.6% |
| 1Y | +23.7% | +22.7% | +1.0% | +20.0% |
| 3Y | +43.6% | -12.9% | +56.5% | +43.1% |
| 5Y | +48.7% | -0.1% | +48.8% | +44.9% |
| 10Y | +316.1% | +550.4% | -234.3% | +241.4% |
| All | +7,766.3% | +29,515.9% | -21,749.6% | +4,807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling