+948.2%
C vs ODFL
+32,662.3%
-31,714.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -6.3% | +9.9% | +4.9% |
| 30D | +0.1% | -13.6% | +13.7% | +3.0% |
| 3M | +2.4% | -24.2% | +26.6% | +8.0% |
| 6M | +24.9% | -13.8% | +38.7% | +28.0% |
| YTD | +19.8% | +19.0% | +0.8% | +14.7% |
| 1Y | +44.9% | +25.7% | +19.2% | +36.8% |
| 3Y | +263.0% | -13.1% | +276.1% | +263.6% |
| 5Y | +129.5% | +26.7% | +102.9% | +110.1% |
| 10Y | +291.6% | +721.5% | -429.9% | +153.9% |
| All | +948.2% | +32,662.3% | -31,714.1% | +337.0% |
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