+157.6%
ALL vs ODFL
-2.0%
+159.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.1% |
| 7D | -0.1% | -5.4% | +5.3% | +0.6% |
| 30D | +13.8% | -7.7% | +21.5% | +14.9% |
| 3M | -2.8% | -20.8% | +18.1% | +0.1% |
| 6M | +23.7% | -15.0% | +38.7% | +25.5% |
| YTD | +27.3% | +7.6% | +19.7% | +24.1% |
| 1Y | +30.5% | +22.7% | +7.8% | +24.6% |
| 3Y | +113.0% | -12.9% | +125.9% | +109.5% |
| 5Y | +157.6% | -0.1% | +157.6% | +137.0% |
| All | +157.6% | -2.0% | +159.6% | +137.0% |
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