+7,692.7%
EW vs ODFL
+32,474.9%
-24,782.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +4.9% | +5.8% | -0.9% | +4.0% |
| 30D | +23.9% | -5.3% | +29.3% | +24.9% |
| 3M | +15.8% | -19.0% | +34.7% | +19.4% |
| 6M | +31.7% | -7.5% | +39.1% | +32.6% |
| YTD | +25.7% | +11.8% | +13.9% | +22.1% |
| 1Y | +24.4% | +29.7% | -5.2% | +17.9% |
| 3Y | +65.9% | -9.1% | +75.0% | +62.3% |
| 5Y | -7.6% | +0.2% | -7.9% | -12.2% |
| 10Y | +253.2% | +566.3% | -313.1% | +155.2% |
| All | +7,692.7% | +32,474.9% | -24,782.2% | +4,121.7% |
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