+15.9%
EW vs ODFL
-13.4%
+29.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -3.4% | -2.8% | -0.6% | -3.2% |
| 30D | -7.4% | -13.7% | +6.3% | -6.6% |
| 3M | +0.9% | -23.4% | +24.3% | +2.4% |
| 6M | +1.2% | -7.2% | +8.3% | +1.4% |
| YTD | +1.8% | +15.6% | -13.8% | +1.0% |
| 1Y | +10.8% | +24.2% | -13.3% | +9.6% |
| All | +15.9% | -13.4% | +29.3% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling