+43.1%
COF vs ODFL
+25.4%
+17.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -5.1% | -3.3% | -1.9% | -3.8% |
| 30D | -6.0% | -15.3% | +9.3% | +0.6% |
| 3M | +14.8% | -27.3% | +42.2% | +30.5% |
| 6M | +15.3% | -4.5% | +19.8% | +15.6% |
| YTD | -13.0% | +15.1% | -28.2% | -20.4% |
| 1Y | -5.7% | +21.1% | -26.8% | -16.1% |
| 3Y | +118.1% | -14.1% | +132.2% | +118.2% |
| All | +43.1% | +25.4% | +17.7% | +8.3% |
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