+3,992.8%
COP vs ODFL
+32,662.2%
-28,669.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +3.0% | -6.3% | +9.3% | +3.6% |
| 30D | +17.5% | -13.6% | +31.1% | +19.2% |
| 3M | +13.4% | -24.2% | +37.5% | +16.4% |
| 6M | +17.7% | -13.8% | +31.5% | +18.9% |
| YTD | +46.6% | +19.0% | +27.5% | +42.9% |
| 1Y | +44.6% | +25.7% | +18.9% | +39.9% |
| 3Y | +20.7% | -13.1% | +33.8% | +20.3% |
| 5Y | +185.0% | +26.7% | +158.4% | +170.7% |
| 10Y | +347.0% | +721.5% | -374.5% | +262.1% |
| All | +3,992.8% | +32,662.2% | -28,669.4% | +2,927.2% |
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 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