+528.8%
APP vs ODFL
+41.0%
+487.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.6% | +1.2% | +3.3% |
| 7D | +79.2% | -3.0% | +82.2% | +80.3% |
| 30D | +48.0% | -6.1% | +54.1% | +50.8% |
| 3M | +18.2% | -20.9% | +39.1% | +29.7% |
| 6M | -12.5% | -13.6% | +1.1% | -8.7% |
| YTD | -39.2% | +9.4% | -48.6% | -45.1% |
| 1Y | -33.9% | +22.9% | -56.8% | -44.2% |
| 3Y | +933.3% | -9.8% | +943.1% | +841.9% |
| 5Y | +295.9% | -0.4% | +296.2% | +202.4% |
| All | +528.8% | +41.0% | +487.8% | +380.6% |
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