+6,438.2%
EW vs ODFL
+34,589.5%
-28,151.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -0.3% | -6.3% | +5.9% | +0.6% |
| 30D | +1.0% | -13.6% | +14.6% | +3.3% |
| 3M | +2.8% | -24.2% | +27.0% | +7.1% |
| 6M | +5.5% | -13.8% | +19.3% | +7.4% |
| YTD | +5.5% | +19.0% | -13.6% | +1.7% |
| 1Y | +11.0% | +25.7% | -14.6% | +5.9% |
| 3Y | +17.7% | -13.1% | +30.8% | +16.2% |
| 5Y | -25.7% | +26.7% | -52.4% | -31.9% |
| 10Y | +132.8% | +721.5% | -588.7% | +63.7% |
| All | +6,438.2% | +34,589.5% | -28,151.3% | +3,413.9% |
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