+3,847.4%
ANET vs ODFL
+742.1%
+3,105.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.8% |
| 7D | +3.0% | -3.3% | +6.3% | +4.4% |
| 30D | -5.2% | -15.3% | +10.1% | +1.7% |
| 3M | +27.6% | -27.3% | +54.9% | +45.3% |
| 6M | +44.4% | -4.5% | +48.9% | +44.7% |
| YTD | +52.3% | +15.1% | +37.2% | +38.1% |
| 1Y | +30.4% | +21.1% | +9.3% | +14.6% |
| 3Y | +313.3% | -14.1% | +327.4% | +306.5% |
| 5Y | +810.0% | +26.6% | +783.4% | +587.0% |
| All | +3,847.4% | +742.1% | +3,105.3% | +1,031.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling