+208.8%
C vs ODFL
+573.4%
-364.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -0.4% | -5.4% | +5.1% | +1.8% |
| 30D | -5.2% | -7.7% | +2.5% | -2.4% |
| 3M | -9.1% | -20.8% | +11.7% | -1.0% |
| 6M | -1.6% | -15.0% | +13.5% | +3.5% |
| YTD | +6.9% | +7.6% | -0.7% | +0.7% |
| 1Y | +23.0% | +22.7% | +0.2% | +9.3% |
| 3Y | +216.1% | -12.9% | +229.0% | +210.2% |
| 5Y | +112.2% | -0.1% | +112.3% | +85.7% |
| 10Y | +208.8% | +550.4% | -341.6% | -2.4% |
| All | +208.8% | +573.4% | -364.6% | -2.4% |
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