+17,451.9%
COR vs ODFL
+27,117.9%
-9,666.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +2.8% | -6.3% | +9.0% | +3.3% |
| 30D | +4.5% | -13.6% | +18.1% | +5.8% |
| 3M | +22.7% | -24.2% | +46.8% | +25.5% |
| 6M | -9.7% | -13.8% | +4.0% | -8.9% |
| YTD | -1.4% | +19.0% | -20.5% | -3.6% |
| 1Y | +13.9% | +25.7% | -11.8% | +10.7% |
| 3Y | +94.0% | -13.1% | +107.1% | +92.4% |
| 5Y | +184.0% | +26.7% | +157.4% | +168.6% |
| 10Y | +406.8% | +721.5% | -314.7% | +304.7% |
| All | +17,451.9% | +27,117.9% | -9,666.0% | +9,831.1% |
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