+55,481.4%
CSCO vs ODFL
+32,662.2%
+22,819.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | -6.3% | +5.6% | +0.2% |
| 30D | -10.1% | -13.6% | +3.5% | -8.3% |
| 3M | -15.7% | -24.2% | +8.5% | -12.5% |
| 6M | +36.3% | -13.8% | +50.1% | +38.6% |
| YTD | +43.8% | +19.0% | +24.8% | +39.8% |
| 1Y | +63.9% | +25.7% | +38.3% | +57.8% |
| 3Y | +104.4% | -13.1% | +117.5% | +104.1% |
| 5Y | +111.4% | +26.7% | +84.7% | +98.4% |
| 10Y | +361.7% | +721.5% | -359.8% | +244.4% |
| All | +55,481.4% | +32,662.2% | +22,819.2% | +25,478.8% |
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