+5,523.6%
COF vs ODFL
+24,627.0%
-19,103.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -6.1% | -2.8% | -3.3% | -5.5% |
| 30D | -5.2% | -13.7% | +8.5% | -2.2% |
| 3M | +17.0% | -23.4% | +40.4% | +23.5% |
| 6M | +12.9% | -7.2% | +20.1% | +14.1% |
| YTD | -13.5% | +15.6% | -29.2% | -16.8% |
| 1Y | -5.9% | +24.2% | -30.0% | -11.0% |
| 3Y | +117.1% | -12.8% | +129.9% | +118.9% |
| 5Y | +45.4% | +27.1% | +18.3% | +34.6% |
| 10Y | +244.1% | +739.9% | -495.8% | +126.5% |
| All | +5,523.6% | +24,627.0% | -19,103.4% | +2,625.1% |
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