+1,145.9%
DELL vs ODFL
+25.4%
+1,120.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.2% |
| 7D | +8.2% | -3.3% | +11.5% | +9.8% |
| 30D | +17.1% | -15.3% | +32.4% | +25.8% |
| 3M | +45.2% | -27.3% | +72.5% | +65.4% |
| 6M | +286.8% | -4.5% | +291.3% | +291.7% |
| YTD | +354.8% | +15.1% | +339.6% | +324.9% |
| 1Y | +358.3% | +21.1% | +337.2% | +316.7% |
| 3Y | +724.9% | -14.1% | +739.0% | +736.9% |
| All | +1,145.9% | +25.4% | +1,120.6% | +901.9% |
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