+150.9%
CI vs ODFL
+565.4%
-414.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.9% |
| 7D | -1.3% | -5.0% | +3.7% | -0.2% |
| 30D | +6.4% | -6.3% | +12.7% | +7.9% |
| 3M | +10.7% | -18.5% | +29.1% | +15.8% |
| 6M | +5.5% | -12.4% | +17.8% | +7.8% |
| YTD | +11.4% | +9.2% | +2.2% | +6.6% |
| 1Y | +15.0% | +23.0% | -7.9% | +6.5% |
| 3Y | +9.0% | -11.6% | +20.6% | +6.0% |
| 5Y | +52.0% | +0.1% | +51.8% | +35.6% |
| 10Y | +150.9% | +550.8% | -399.9% | +9.0% |
| All | +150.9% | +565.4% | -414.5% | +9.0% |
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 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