+6,781.2%
CME vs ODFL
+16,653.4%
-9,872.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -1.6% | -6.3% | +4.7% | +0.2% |
| 30D | +6.2% | -13.6% | +19.8% | +10.7% |
| 3M | +10.4% | -24.2% | +34.6% | +19.0% |
| 6M | -9.5% | -13.8% | +4.3% | -7.1% |
| YTD | +6.0% | +19.0% | -13.0% | -2.0% |
| 1Y | +9.3% | +25.7% | -16.4% | -1.4% |
| 3Y | +57.7% | -13.1% | +70.8% | +50.9% |
| 5Y | +77.7% | +26.7% | +51.0% | +42.7% |
| 10Y | +281.2% | +721.5% | -440.3% | +47.3% |
| All | +6,781.2% | +16,653.4% | -9,872.2% | +986.3% |
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 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