+116.1%
ALL vs ODFL
+25.9%
+90.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -2.2% | -3.0% | +0.8% | -1.9% |
| 30D | -5.6% | -14.3% | +8.7% | -3.8% |
| 3M | +17.2% | -26.7% | +44.0% | +21.8% |
| 6M | +23.2% | -7.5% | +30.7% | +23.6% |
| YTD | +23.6% | +16.5% | +7.1% | +19.4% |
| 1Y | +29.2% | +23.5% | +5.6% | +23.4% |
| 3Y | +153.8% | -12.1% | +165.9% | +150.2% |
| 5Y | +116.1% | +28.9% | +87.2% | +87.0% |
| All | +116.1% | +25.9% | +90.1% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling