+89.6%
AXP vs ODFL
-3.3%
+92.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.1% |
| 7D | +0.6% | -4.4% | +5.0% | +2.1% |
| 30D | +5.8% | -6.1% | +11.9% | +7.9% |
| 3M | -6.0% | -21.9% | +15.9% | +1.8% |
| 6M | +0.3% | -17.6% | +17.9% | +5.8% |
| YTD | -12.3% | +5.6% | -17.9% | -16.9% |
| 1Y | -11.2% | +20.5% | -31.8% | -20.2% |
| 3Y | +117.0% | -14.8% | +131.8% | +114.5% |
| All | +89.6% | -3.3% | +92.8% | +66.8% |
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