+4,237.3%
COP vs ODFL
+30,665.2%
-26,427.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | +4.4% | +5.8% | -1.4% | +3.8% |
| 30D | 0.0% | -5.3% | +5.3% | +0.4% |
| 3M | +15.0% | -19.0% | +34.0% | +17.3% |
| 6M | +22.0% | -7.5% | +29.5% | +22.5% |
| YTD | +55.3% | +11.8% | +43.6% | +52.2% |
| 1Y | +64.1% | +29.7% | +34.5% | +58.2% |
| 3Y | +34.1% | -9.1% | +43.2% | +33.0% |
| 5Y | +133.4% | +0.2% | +133.2% | +126.6% |
| 10Y | +338.6% | +566.3% | -227.7% | +261.0% |
| All | +4,237.3% | +30,665.2% | -26,427.9% | +3,124.5% |
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