+379.9%
CSCO vs ODFL
+742.1%
-362.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +2.7% | -3.3% | +6.0% | +3.7% |
| 30D | -9.5% | -15.3% | +5.8% | -4.8% |
| 3M | -7.6% | -27.3% | +19.7% | +1.7% |
| 6M | +44.9% | -4.5% | +49.4% | +45.7% |
| YTD | +47.7% | +15.1% | +32.5% | +39.0% |
| 1Y | +69.1% | +21.1% | +48.0% | +55.7% |
| 3Y | +113.5% | -14.1% | +127.6% | +111.7% |
| 5Y | +122.8% | +26.6% | +96.2% | +80.6% |
| All | +379.9% | +742.1% | -362.2% | +100.4% |
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