-5.6%
COST vs ODFL
+24.1%
-29.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.2% | -3.3% | +2.1% | -1.1% |
| 30D | -4.7% | -15.3% | +10.6% | -4.3% |
| 3M | -7.1% | -27.3% | +20.2% | -6.3% |
| 6M | -8.5% | -4.5% | -4.0% | -8.7% |
| YTD | +5.4% | +15.1% | -9.8% | +3.4% |
| 1Y | -5.6% | +21.1% | -26.7% | -8.6% |
| All | -5.6% | +24.1% | -29.8% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling