+3,716.0%
ALL vs ODFL
+27,543.2%
-23,827.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | 0.0% | -6.3% | +6.3% | +0.8% |
| 30D | -1.5% | -13.6% | +12.1% | +0.3% |
| 3M | +23.6% | -24.2% | +47.8% | +27.7% |
| 6M | +22.3% | -13.8% | +36.1% | +23.9% |
| YTD | +26.5% | +19.0% | +7.5% | +22.8% |
| 1Y | +27.0% | +25.7% | +1.3% | +22.1% |
| 3Y | +149.6% | -13.1% | +162.7% | +147.8% |
| 5Y | +118.1% | +26.7% | +91.4% | +103.6% |
| 10Y | +369.0% | +721.5% | -352.5% | +248.8% |
| All | +3,716.0% | +27,543.2% | -23,827.2% | +2,062.3% |
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