+467.6%
B vs ODFL
+32,662.2%
-32,194.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | -6.3% | +4.7% | -1.3% |
| 30D | +9.4% | -13.6% | +23.0% | +10.1% |
| 3M | +5.0% | -24.2% | +29.2% | +6.2% |
| 6M | -3.5% | -13.8% | +10.2% | -3.0% |
| YTD | +4.5% | +19.0% | -14.6% | +3.6% |
| 1Y | +67.8% | +25.7% | +42.1% | +65.8% |
| 3Y | +196.7% | -13.1% | +209.8% | +196.3% |
| 5Y | +151.9% | +26.7% | +125.3% | +146.5% |
| 10Y | +202.2% | +721.5% | -519.3% | +174.8% |
| All | +467.6% | +32,662.2% | -32,194.6% | +380.1% |
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