+371.6%
ALL vs ODFL
+559.8%
-188.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | +5.0% | +5.8% | -0.8% | +3.6% |
| 30D | +13.3% | -5.3% | +18.7% | +14.6% |
| 3M | +3.2% | -19.0% | +22.1% | +8.0% |
| 6M | +25.3% | -7.5% | +32.8% | +26.3% |
| YTD | +30.5% | +11.8% | +18.7% | +24.0% |
| 1Y | +29.2% | +29.7% | -0.5% | +18.0% |
| 3Y | +119.1% | -9.1% | +128.2% | +111.2% |
| 5Y | +162.6% | +0.2% | +162.4% | +137.1% |
| All | +371.6% | +559.8% | -188.1% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling