+4,782.6%
DELL vs ODFL
+721.5%
+4,061.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.5% |
| 7D | +8.7% | -3.0% | +11.8% | +10.2% |
| 30D | +16.9% | -14.3% | +31.2% | +25.7% |
| 3M | +40.4% | -26.7% | +67.2% | +61.3% |
| 6M | +267.1% | -7.5% | +274.5% | +277.1% |
| YTD | +329.1% | +16.5% | +312.6% | +294.8% |
| 1Y | +346.9% | +23.5% | +323.4% | +297.3% |
| 3Y | +696.6% | -12.1% | +708.7% | +697.7% |
| 5Y | +1,106.2% | +28.9% | +1,077.3% | +851.5% |
| 10Y | +4,177.7% | +746.5% | +3,431.3% | +1,503.7% |
| All | +4,782.6% | +721.5% | +4,061.1% | +1,750.0% |
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