+9,443.7%
COST vs ODFL
+31,973.1%
-22,529.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -2.8% | -3.0% | +0.2% | -2.4% |
| 30D | -5.3% | -14.3% | +9.0% | -3.5% |
| 3M | -6.7% | -26.7% | +20.1% | -3.3% |
| 6M | -9.9% | -7.5% | -2.5% | -9.5% |
| YTD | +5.1% | +16.5% | -11.4% | +2.5% |
| 1Y | -7.3% | +23.5% | -30.8% | -10.5% |
| 3Y | +70.4% | -12.1% | +82.5% | +69.2% |
| 5Y | +104.4% | +28.9% | +75.5% | +92.7% |
| 10Y | +609.0% | +746.5% | -137.5% | +442.5% |
| All | +9,443.7% | +31,973.1% | -22,529.3% | +4,716.6% |
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 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