+428.4%
AXP vs ODFL
+573.4%
-145.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -0.6% | -5.4% | +4.8% | +1.6% |
| 30D | +5.0% | -7.7% | +12.6% | +8.1% |
| 3M | -4.2% | -20.8% | +16.6% | +4.8% |
| 6M | +2.9% | -15.0% | +18.0% | +8.4% |
| YTD | -11.6% | +7.6% | -19.2% | -17.5% |
| 1Y | -11.1% | +22.7% | -33.8% | -22.0% |
| 3Y | +116.7% | -12.9% | +129.6% | +112.0% |
| 5Y | +89.6% | -0.1% | +89.7% | +65.6% |
| 10Y | +428.4% | +550.4% | -122.0% | +77.6% |
| All | +428.4% | +573.4% | -145.0% | +77.6% |
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 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