+80,969.6%
ASML vs ODFL
+22,009.2%
+58,960.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +5.7% |
| 7D | -9.0% | -4.4% | -4.6% | -8.1% |
| 30D | -21.0% | -6.1% | -14.9% | -20.0% |
| 3M | -16.3% | -21.9% | +5.6% | -12.1% |
| 6M | -7.5% | -17.6% | +10.0% | -4.1% |
| YTD | +34.0% | +5.6% | +28.4% | +31.3% |
| 1Y | +39.3% | +20.5% | +18.8% | +32.5% |
| 3Y | +128.9% | -14.8% | +143.7% | +130.9% |
| 5Y | +76.1% | -3.0% | +79.1% | +72.7% |
| 10Y | +1,428.4% | +607.6% | +820.7% | +963.3% |
| All | +80,969.6% | +22,009.2% | +58,960.4% | +31,016.0% |
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