+46.2%
EXC vs ODFL
+27.3%
+18.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +1.2% | +0.2% | +1.1% | +1.2% |
| 30D | -2.7% | -13.4% | +10.7% | -1.6% |
| 3M | -1.0% | -24.2% | +23.2% | +1.2% |
| 6M | -9.3% | -3.3% | -6.0% | -9.3% |
| YTD | +3.6% | +19.8% | -16.1% | +1.0% |
| 1Y | +5.9% | +24.5% | -18.6% | +2.7% |
| 3Y | +21.3% | -9.6% | +30.9% | +20.4% |
| 5Y | +46.2% | +28.0% | +18.1% | +30.0% |
| All | +46.2% | +27.3% | +18.9% | +30.0% |
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