+4,316.3%
ADSK vs ODFL
+31,724.5%
-27,408.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -10.9% | -2.8% | -8.1% | -10.5% |
| 30D | -15.9% | -13.7% | -2.2% | -13.9% |
| 3M | -4.4% | -23.4% | +19.0% | -0.4% |
| 6M | -16.6% | -7.2% | -9.5% | -16.1% |
| YTD | -28.5% | +15.6% | -44.1% | -30.8% |
| 1Y | -34.6% | +24.2% | -58.8% | -37.6% |
| 3Y | -3.5% | -12.8% | +9.3% | -3.4% |
| 5Y | -25.6% | +27.1% | -52.7% | -29.8% |
| 10Y | +216.6% | +739.9% | -523.3% | +136.0% |
| All | +4,316.3% | +31,724.5% | -27,408.2% | +2,820.6% |
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