+45.2%
AMZN vs ODFL
+26.9%
+18.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.7% | -2.8% | +0.1% | -1.7% |
| 30D | -7.5% | -13.7% | +6.2% | -2.4% |
| 3M | +5.8% | -23.4% | +29.2% | +16.2% |
| 6M | +17.5% | -7.2% | +24.7% | +18.5% |
| YTD | +9.1% | +15.6% | -6.5% | -0.6% |
| 1Y | +9.4% | +24.2% | -14.8% | -4.0% |
| 3Y | +82.2% | -12.8% | +95.0% | +78.3% |
| 5Y | +45.2% | +27.1% | +18.1% | +3.4% |
| All | +45.2% | +26.9% | +18.3% | +3.4% |
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