+8,243.5%
CI vs ODFL
+32,662.3%
-24,418.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +1.3% | -6.3% | +7.6% | +2.0% |
| 30D | +4.4% | -13.6% | +18.0% | +6.2% |
| 3M | +0.7% | -24.2% | +24.8% | +3.7% |
| 6M | +0.3% | -13.8% | +14.1% | +1.7% |
| YTD | +3.8% | +19.0% | -15.2% | +1.0% |
| 1Y | -5.5% | +25.7% | -31.2% | -8.8% |
| 3Y | +8.1% | -13.1% | +21.2% | +7.4% |
| 5Y | +42.8% | +26.7% | +16.1% | +33.9% |
| 10Y | +143.9% | +721.5% | -577.6% | +86.1% |
| All | +8,243.5% | +32,662.3% | -24,418.7% | +4,466.1% |
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