+391.7%
APP vs ODFL
+53.4%
+338.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | +0.9% | -6.3% | +7.2% | +3.7% |
| 30D | -23.3% | -13.6% | -9.7% | -18.1% |
| 3M | -42.6% | -24.2% | -18.5% | -35.6% |
| 6M | -33.6% | -13.8% | -19.8% | -30.5% |
| YTD | -52.4% | +19.0% | -71.5% | -58.3% |
| 1Y | -35.9% | +25.7% | -61.6% | -46.0% |
| 3Y | +642.2% | -13.1% | +655.3% | +619.0% |
| 5Y | +311.1% | +26.7% | +284.4% | +193.1% |
| All | +391.7% | +53.4% | +338.3% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling