+3,738.8%
ALL vs ODFL
+24,888.5%
-21,149.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.1% |
| 7D | -0.1% | -5.4% | +5.3% | +0.5% |
| 30D | +13.8% | -7.7% | +21.5% | +14.9% |
| 3M | -2.8% | -20.8% | +18.1% | 0.0% |
| 6M | +23.7% | -15.0% | +38.7% | +25.7% |
| YTD | +27.3% | +7.6% | +19.7% | +25.0% |
| 1Y | +30.5% | +22.7% | +7.8% | +25.9% |
| 3Y | +113.0% | -12.9% | +125.9% | +111.4% |
| 5Y | +157.6% | -0.1% | +157.6% | +147.7% |
| 10Y | +368.4% | +550.4% | -182.0% | +257.7% |
| All | +3,738.8% | +24,888.5% | -21,149.7% | +2,101.1% |
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