+7,004.4%
ADP vs ODFL
+32,662.3%
-25,657.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -3.4% | -6.3% | +2.8% | -2.8% |
| 30D | +2.8% | -13.6% | +16.4% | +4.4% |
| 3M | +20.9% | -24.2% | +45.1% | +24.4% |
| 6M | +29.9% | -13.8% | +43.7% | +31.4% |
| YTD | +9.6% | +19.0% | -9.4% | +6.9% |
| 1Y | -5.3% | +25.7% | -30.9% | -8.3% |
| 3Y | +16.5% | -13.1% | +29.6% | +16.1% |
| 5Y | +49.4% | +26.7% | +22.7% | +42.1% |
| 10Y | +282.2% | +721.5% | -439.3% | +207.1% |
| All | +7,004.4% | +32,662.3% | -25,657.9% | +4,286.7% |
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