+6.1%
CMCSA vs ODFL
+742.1%
-736.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.9% | -3.3% | -1.6% | -4.0% |
| 30D | -1.1% | -15.3% | +14.2% | +3.3% |
| 3M | +6.6% | -27.3% | +33.9% | +15.8% |
| 6M | -15.5% | -4.5% | -11.0% | -15.1% |
| YTD | -6.7% | +15.1% | -21.8% | -11.6% |
| 1Y | -15.6% | +21.1% | -36.7% | -21.5% |
| 3Y | -33.7% | -14.1% | -19.6% | -34.2% |
| 5Y | -46.6% | +26.6% | -73.2% | -55.0% |
| All | +6.1% | +742.1% | -736.0% | -47.9% |
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 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