+382.3%
APP vs ODFL
+49.0%
+333.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +0.3% | -2.8% | +3.1% | +1.6% |
| 30D | -1.3% | -13.7% | +12.3% | +5.1% |
| 3M | -36.2% | -23.4% | -12.8% | -28.8% |
| 6M | -34.1% | -7.2% | -27.0% | -33.4% |
| YTD | -53.3% | +15.6% | -69.0% | -58.5% |
| 1Y | -44.5% | +24.2% | -68.7% | -53.1% |
| 3Y | +646.7% | -12.8% | +659.4% | +615.2% |
| 5Y | +306.4% | +27.1% | +279.3% | +194.2% |
| All | +382.3% | +49.0% | +333.4% | +263.4% |
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 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