+2,305.3%
CMCSA vs ODFL
+32,863.2%
-30,557.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | +3.8% | -13.4% | +17.3% | +5.6% |
| 3M | +12.3% | -24.2% | +36.5% | +16.0% |
| 6M | -15.4% | -3.3% | -12.1% | -15.3% |
| YTD | -2.5% | +19.8% | -22.3% | -5.1% |
| 1Y | -13.4% | +24.5% | -37.9% | -16.1% |
| 3Y | -30.4% | -9.6% | -20.7% | -30.8% |
| 5Y | -45.0% | +28.0% | -73.1% | -48.1% |
| 10Y | +10.2% | +735.3% | -725.1% | -15.1% |
| All | +2,305.3% | +32,863.2% | -30,557.9% | +1,295.4% |
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