+113.4%
CSCO vs ODFL
+26.9%
+86.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.1% | -2.8% | +1.7% | -0.4% |
| 30D | -10.8% | -13.7% | +2.9% | -7.8% |
| 3M | -9.2% | -23.4% | +14.1% | -3.7% |
| 6M | +39.5% | -7.2% | +46.7% | +41.2% |
| YTD | +41.5% | +15.6% | +25.9% | +35.6% |
| 1Y | +61.0% | +24.2% | +36.8% | +51.2% |
| 3Y | +105.2% | -12.8% | +118.0% | +103.8% |
| 5Y | +113.4% | +27.1% | +86.3% | +83.7% |
| All | +113.4% | +26.9% | +86.5% | +83.7% |
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