+96.2%
AGG vs ODFL
+9,552.0%
-9,455.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.1% | -3.3% | +2.2% | -1.1% |
| 30D | -1.1% | -15.3% | +14.1% | -1.3% |
| 3M | -1.9% | -27.3% | +25.4% | -2.2% |
| 6M | -1.7% | -4.5% | +2.8% | -1.7% |
| YTD | -1.3% | +15.1% | -16.4% | -1.1% |
| 1Y | -0.7% | +21.1% | -21.8% | -0.4% |
| 3Y | +12.5% | -14.1% | +26.6% | +12.5% |
| 5Y | -2.5% | +26.6% | -29.1% | -1.7% |
| 10Y | +14.2% | +736.4% | -722.1% | +20.4% |
| All | +96.2% | +9,552.0% | -9,455.7% | +122.0% |
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