+108.6%
ASML vs ODFL
+26.4%
+82.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | -6.3% | +7.4% | +4.1% |
| 30D | +2.2% | -13.6% | +15.8% | +9.2% |
| 3M | -2.3% | -24.2% | +21.9% | +10.5% |
| 6M | +23.0% | -13.8% | +36.8% | +30.2% |
| YTD | +61.1% | +19.0% | +42.0% | +43.9% |
| 1Y | +129.1% | +25.7% | +103.4% | +97.4% |
| 3Y | +165.4% | -13.1% | +178.5% | +164.2% |
| All | +108.6% | +26.4% | +82.2% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling