+464.9%
AXP vs ODFL
+732.4%
-267.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -4.3% | -13.4% | +9.1% | +1.4% |
| 3M | +4.7% | -24.2% | +28.9% | +16.5% |
| 6M | +9.0% | -3.3% | +12.3% | +8.4% |
| YTD | -11.1% | +19.8% | -30.9% | -20.3% |
| 1Y | +1.3% | +24.5% | -23.2% | -11.3% |
| 3Y | +114.5% | -9.6% | +124.1% | +107.8% |
| 5Y | +118.0% | +28.0% | +90.0% | +69.7% |
| 10Y | +464.9% | +735.3% | -270.3% | +81.9% |
| All | +464.9% | +732.4% | -267.5% | +81.9% |
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