+262,336.6%
AMZN vs ODFL
+35,500.3%
+226,836.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -6.4% | -13.4% | +7.1% | -3.4% |
| 3M | +4.8% | -24.2% | +29.0% | +11.1% |
| 6M | +20.5% | -3.3% | +23.8% | +20.4% |
| YTD | +11.3% | +19.8% | -8.4% | +5.5% |
| 1Y | +9.0% | +24.5% | -15.6% | +2.1% |
| 3Y | +85.9% | -9.6% | +95.5% | +84.3% |
| 5Y | +45.8% | +28.0% | +17.7% | +32.9% |
| 10Y | +555.5% | +735.3% | -179.8% | +304.0% |
| All | +262,336.6% | +35,500.3% | +226,836.3% | +104,408.6% |
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