-8.8%
EW vs ODFL
+0.6%
-9.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +24.1% | -6.3% | +30.4% | +25.3% |
| 3M | +13.7% | -19.1% | +32.8% | +17.8% |
| 6M | +32.7% | -9.9% | +42.6% | +34.2% |
| YTD | +24.1% | +9.9% | +14.2% | +19.8% |
| 1Y | +23.6% | +24.4% | -0.8% | +16.3% |
| 3Y | +64.8% | -11.0% | +75.8% | +59.1% |
| 5Y | -8.8% | -1.4% | -7.4% | -18.2% |
| All | -8.8% | +0.6% | -9.4% | -18.2% |
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