+527.5%
APP vs ODFL
+44.0%
+483.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.2% |
| 7D | +4.6% | +5.8% | -1.3% | +2.2% |
| 30D | +56.0% | -5.3% | +61.4% | +58.6% |
| 3M | +30.8% | -19.0% | +49.8% | +42.1% |
| 6M | -9.8% | -7.5% | -2.3% | -8.6% |
| YTD | -39.3% | +11.8% | -51.1% | -45.7% |
| 1Y | -26.4% | +29.7% | -56.1% | -39.5% |
| 3Y | +887.9% | -9.1% | +897.1% | +801.1% |
| 5Y | +264.1% | +0.2% | +263.9% | +177.3% |
| All | +527.5% | +44.0% | +483.4% | +375.5% |
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