+24.5%
COP vs ODFL
-12.7%
+37.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.5% |
| 7D | -0.5% | -3.0% | +2.5% | 0.0% |
| 30D | +11.7% | -14.3% | +26.0% | +14.3% |
| 3M | +17.7% | -26.7% | +44.4% | +23.4% |
| 6M | +18.3% | -7.5% | +25.8% | +18.1% |
| YTD | +49.1% | +16.5% | +32.5% | +40.2% |
| 1Y | +53.3% | +23.5% | +29.8% | +41.9% |
| All | +24.5% | -12.7% | +37.2% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling