-46.7%
CMCSA vs ODFL
+26.9%
-73.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | -5.6% | -2.8% | -2.8% | -5.0% |
| 30D | -1.9% | -13.7% | +11.8% | +1.1% |
| 3M | +6.4% | -23.4% | +29.8% | +12.4% |
| 6M | -16.9% | -7.2% | -9.8% | -16.1% |
| YTD | -6.8% | +15.6% | -22.4% | -10.7% |
| 1Y | -15.9% | +24.2% | -40.1% | -20.9% |
| 3Y | -33.4% | -12.8% | -20.7% | -34.2% |
| 5Y | -46.7% | +27.1% | -73.8% | -56.3% |
| All | -46.7% | +26.9% | -73.6% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling