+131.6%
C vs ODFL
+27.3%
+104.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +1.3% | -13.4% | +14.7% | +5.6% |
| 3M | +3.1% | -24.2% | +27.3% | +11.5% |
| 6M | +29.6% | -3.3% | +32.9% | +29.6% |
| YTD | +19.0% | +19.8% | -0.8% | +10.6% |
| 1Y | +45.6% | +24.5% | +21.1% | +33.3% |
| 3Y | +269.3% | -9.6% | +278.9% | +262.9% |
| 5Y | +131.6% | +28.0% | +103.5% | +92.4% |
| All | +131.6% | +27.3% | +104.3% | +92.4% |
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 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