+64.1%
COP vs ODFL
+27.3%
+36.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +4.4% | +5.8% | -1.4% | +4.6% |
| 30D | 0.0% | -5.3% | +5.3% | -0.1% |
| 3M | +15.0% | -19.0% | +34.0% | +14.5% |
| 6M | +22.0% | -7.5% | +29.5% | +21.2% |
| YTD | +55.3% | +11.8% | +43.6% | +44.6% |
| 1Y | +64.1% | +29.7% | +34.5% | +46.2% |
| All | +64.1% | +27.3% | +36.9% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling