+8,698.2%
CI vs ODFL
+30,157.5%
-21,459.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -1.7% | +0.6% | -2.4% | -1.8% |
| 30D | +4.9% | -6.3% | +11.1% | +5.6% |
| 3M | +7.4% | -19.1% | +26.5% | +9.9% |
| 6M | +0.4% | -9.9% | +10.3% | +1.2% |
| YTD | +9.5% | +9.9% | -0.5% | +7.4% |
| 1Y | +12.0% | +24.4% | -12.4% | +8.2% |
| 3Y | +7.1% | -11.0% | +18.1% | +6.1% |
| 5Y | +49.3% | -1.4% | +50.8% | +44.1% |
| 10Y | +146.6% | +555.3% | -408.7% | +92.6% |
| All | +8,698.2% | +30,157.5% | -21,459.3% | +4,755.9% |
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