+3.4%
EXC vs ODFL
+28.2%
-24.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.7% | -6.3% | +5.6% | -1.0% |
| 30D | -4.6% | -13.6% | +9.0% | -5.3% |
| 3M | -2.2% | -24.2% | +22.0% | -3.8% |
| 6M | -10.6% | -13.8% | +3.2% | -10.9% |
| YTD | +1.9% | +19.0% | -17.1% | +4.8% |
| 1Y | +3.4% | +25.7% | -22.3% | +7.1% |
| All | +3.4% | +28.2% | -24.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling