+628.3%
AGNC vs ODFL
+3,912.7%
-3,284.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -4.7% | -3.3% | -1.4% | -4.0% |
| 30D | -5.7% | -15.3% | +9.6% | -2.2% |
| 3M | +1.9% | -27.3% | +29.2% | +9.1% |
| 6M | +1.8% | -4.5% | +6.3% | +2.2% |
| YTD | +3.4% | +15.1% | -11.7% | -1.0% |
| 1Y | +13.6% | +21.1% | -7.5% | +7.1% |
| 3Y | +60.4% | -14.1% | +74.5% | +59.5% |
| 5Y | +27.0% | +26.6% | +0.4% | +13.1% |
| 10Y | +83.1% | +736.4% | -653.3% | +6.3% |
| All | +628.3% | +3,912.7% | -3,284.4% | +150.5% |
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