+394.2%
COR vs ODFL
+745.7%
-351.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -4.8% | -2.8% | -2.0% | -4.4% |
| 30D | -3.7% | -13.7% | +10.0% | -1.6% |
| 3M | +14.3% | -23.4% | +37.7% | +18.8% |
| 6M | -8.5% | -7.2% | -1.3% | -8.1% |
| YTD | -4.4% | +15.6% | -20.0% | -8.2% |
| 1Y | +9.1% | +24.2% | -15.0% | +3.2% |
| 3Y | +85.2% | -12.8% | +98.0% | +82.5% |
| 5Y | +180.7% | +27.1% | +153.5% | +137.6% |
| All | +394.2% | +745.7% | -351.5% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling