+654.6%
APP vs ODFL
-11.4%
+666.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +0.9% | -6.3% | +7.2% | +2.4% |
| 30D | -23.3% | -13.6% | -9.7% | -20.6% |
| 3M | -42.6% | -24.2% | -18.5% | -39.0% |
| 6M | -33.6% | -13.8% | -19.8% | -32.1% |
| YTD | -52.4% | +19.0% | -71.5% | -55.6% |
| 1Y | -35.9% | +25.7% | -61.6% | -41.4% |
| All | +654.6% | -11.4% | +666.0% | +618.3% |
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