-10.4%
DOW vs ODFL
+304.5%
-314.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | +2.0% | -13.4% | +15.4% | +8.1% |
| 3M | -12.5% | -24.2% | +11.6% | -2.6% |
| 6M | -9.2% | -3.3% | -5.9% | -10.9% |
| YTD | +30.8% | +19.8% | +11.0% | +15.6% |
| 1Y | +29.4% | +24.5% | +4.9% | +11.6% |
| 3Y | -34.6% | -9.6% | -24.9% | -37.5% |
| 5Y | -35.9% | +28.0% | -64.0% | -53.2% |
| All | -10.4% | +304.5% | -314.9% | -73.5% |
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