+811.0%
C vs ODFL
+28,969.5%
-28,158.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.2% |
| 7D | -2.4% | -4.4% | +2.0% | -1.5% |
| 30D | -6.0% | -6.1% | +0.1% | -4.9% |
| 3M | -10.5% | -21.9% | +11.3% | -6.2% |
| 6M | -5.7% | -17.6% | +11.9% | -2.5% |
| YTD | +4.1% | +5.6% | -1.5% | +1.9% |
| 1Y | +20.5% | +20.5% | 0.0% | +14.7% |
| 3Y | +208.1% | -14.8% | +222.9% | +209.8% |
| 5Y | +110.4% | -3.0% | +113.4% | +102.9% |
| 10Y | +234.6% | +607.6% | -373.0% | +123.1% |
| All | +811.0% | +28,969.5% | -28,158.5% | +288.4% |
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 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