+380.0%
B vs ODFL
+30,157.5%
-29,777.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -6.2% | +0.6% | -6.8% | -6.2% |
| 30D | -6.6% | -6.3% | -0.3% | -6.4% |
| 3M | -7.9% | -19.1% | +11.2% | -7.1% |
| 6M | -16.8% | -9.9% | -6.9% | -16.5% |
| YTD | -11.7% | +9.9% | -21.6% | -12.2% |
| 1Y | +3.5% | +24.4% | -20.9% | +2.4% |
| 3Y | +165.7% | -11.0% | +176.7% | +165.1% |
| 5Y | +108.4% | -1.4% | +109.8% | +106.0% |
| 10Y | +212.7% | +555.3% | -342.6% | +186.9% |
| All | +380.0% | +30,157.5% | -29,777.6% | +307.2% |
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