+7,654.3%
CME vs ODFL
+15,372.6%
-7,718.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.7% | +0.6% | +2.0% | +2.4% |
| 30D | +13.5% | -6.3% | +19.8% | +15.3% |
| 3M | +20.9% | -19.1% | +40.0% | +28.0% |
| 6M | +11.5% | -9.9% | +21.4% | +13.5% |
| YTD | +19.5% | +9.9% | +9.5% | +12.6% |
| 1Y | +17.2% | +24.4% | -7.2% | +5.9% |
| 3Y | +65.1% | -11.0% | +76.1% | +56.1% |
| 5Y | +73.1% | -1.4% | +74.5% | +51.0% |
| 10Y | +305.3% | +555.3% | -250.0% | +68.8% |
| All | +7,654.3% | +15,372.6% | -7,718.3% | +1,148.5% |
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