+141.0%
CI vs ODFL
+716.5%
-575.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.5% |
| 7D | -1.1% | -3.0% | +1.9% | -0.4% |
| 30D | +0.5% | -14.3% | +14.7% | +4.0% |
| 3M | -5.2% | -26.7% | +21.5% | +1.7% |
| 6M | +4.3% | -7.5% | +11.8% | +5.1% |
| YTD | +2.8% | +16.5% | -13.8% | -3.0% |
| 1Y | -5.8% | +23.5% | -29.3% | -12.8% |
| 3Y | +4.7% | -12.1% | +16.8% | +2.5% |
| 5Y | +42.7% | +28.9% | +13.8% | +15.4% |
| 10Y | +141.0% | +746.5% | -605.5% | -1.0% |
| All | +141.0% | +716.5% | -575.6% | -1.0% |
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