-29.4%
EW vs ODFL
+25.9%
-55.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -5.1% | -3.0% | -2.1% | -4.6% |
| 30D | -6.4% | -14.3% | +7.9% | -3.8% |
| 3M | -1.6% | -26.7% | +25.2% | +4.0% |
| 6M | +2.3% | -7.5% | +9.8% | +2.9% |
| YTD | +1.1% | +16.5% | -15.4% | -3.2% |
| 1Y | +8.0% | +23.5% | -15.5% | +1.9% |
| 3Y | +16.3% | -12.1% | +28.4% | +14.0% |
| 5Y | -29.4% | +28.9% | -58.3% | -45.2% |
| All | -29.4% | +25.9% | -55.3% | -45.2% |
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