+3,834.6%
ALL vs ODFL
+25,858.1%
-22,023.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +5.0% | +5.8% | -0.8% | +4.3% |
| 30D | +13.3% | -5.3% | +18.7% | +14.0% |
| 3M | +3.2% | -19.0% | +22.1% | +5.8% |
| 6M | +25.3% | -7.5% | +32.8% | +26.0% |
| YTD | +30.5% | +11.8% | +18.7% | +27.5% |
| 1Y | +29.2% | +29.7% | -0.5% | +23.7% |
| 3Y | +119.1% | -9.1% | +128.2% | +116.3% |
| 5Y | +162.6% | +0.2% | +162.4% | +152.5% |
| 10Y | +378.8% | +566.3% | -187.5% | +264.5% |
| All | +3,834.6% | +25,858.1% | -22,023.5% | +2,145.2% |
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