+15,744.5%
DE vs ODFL
+31,973.1%
-16,228.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -3.0% | -3.0% | 0.0% | -2.6% |
| 30D | +11.1% | -14.3% | +25.4% | +13.8% |
| 3M | +17.6% | -26.7% | +44.3% | +23.2% |
| 6M | +13.6% | -7.5% | +21.1% | +14.5% |
| YTD | +46.3% | +16.5% | +29.7% | +42.1% |
| 1Y | +44.2% | +23.5% | +20.6% | +38.5% |
| 3Y | +76.6% | -12.1% | +88.7% | +76.6% |
| 5Y | +98.2% | +28.9% | +69.3% | +84.8% |
| 10Y | +863.5% | +746.5% | +117.0% | +598.7% |
| All | +15,744.5% | +31,973.1% | -16,228.6% | +8,125.0% |
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