+506.6%
APP vs ODFL
+38.6%
+468.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -2.8% |
| 7D | +61.1% | -5.4% | +66.5% | +63.9% |
| 30D | +42.8% | -7.7% | +50.4% | +46.6% |
| 3M | +16.7% | -20.8% | +37.5% | +27.9% |
| 6M | -15.6% | -15.0% | -0.5% | -11.2% |
| YTD | -41.3% | +7.6% | -48.9% | -46.7% |
| 1Y | -39.3% | +22.7% | -62.0% | -48.8% |
| 3Y | +803.2% | -12.9% | +816.1% | +739.7% |
| 5Y | +313.2% | -0.1% | +313.2% | +216.0% |
| All | +506.6% | +38.6% | +468.0% | +367.0% |
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