+180.9%
COR vs ODFL
+25.9%
+155.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | -3.9% | -3.0% | -0.9% | -3.8% |
| 30D | -0.3% | -14.3% | +13.9% | 0.0% |
| 3M | +15.9% | -26.7% | +42.6% | +16.7% |
| 6M | -10.3% | -7.5% | -2.8% | -10.2% |
| YTD | -3.7% | +16.5% | -20.2% | -4.6% |
| 1Y | +9.1% | +23.5% | -14.4% | +7.8% |
| 3Y | +86.6% | -12.1% | +98.6% | +87.6% |
| 5Y | +180.9% | +28.9% | +152.0% | +154.7% |
| All | +180.9% | +25.9% | +155.0% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling