+892.4%
APP vs ODFL
-14.3%
+906.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.3% | +13.2% | +10.5% |
| 7D | +71.2% | -4.4% | +75.6% | +71.9% |
| 30D | +39.1% | -6.1% | +45.2% | +40.1% |
| 3M | +16.5% | -21.9% | +38.4% | +22.1% |
| 6M | -16.6% | -17.6% | +1.0% | -14.0% |
| YTD | -41.9% | +5.6% | -47.6% | -44.5% |
| 1Y | -37.0% | +20.5% | -57.6% | -42.2% |
| 3Y | +892.4% | -14.8% | +907.2% | +815.3% |
| All | +892.4% | -14.3% | +906.8% | +815.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling