+193.0%
ARM vs ODFL
-17.0%
+210.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.6% | +3.1% | +4.9% |
| 7D | -5.3% | -3.0% | -2.3% | -3.7% |
| 30D | -30.0% | -6.1% | -23.9% | -28.1% |
| 3M | -34.1% | -20.9% | -13.2% | -26.5% |
| 6M | -12.6% | -13.6% | +0.9% | -7.4% |
| YTD | +70.4% | +9.4% | +61.0% | +57.7% |
| 1Y | +22.3% | +22.9% | -0.7% | +5.9% |
| 3Y | +261.2% | -9.8% | +271.0% | +255.6% |
| All | +193.0% | -17.0% | +210.0% | +195.4% |
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