+2,075.8%
EXC vs ODFL
+32,662.2%
-30,586.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.3% | -6.3% | +6.6% | +0.8% |
| 30D | -3.7% | -13.6% | +9.9% | -2.7% |
| 3M | -1.3% | -24.2% | +22.9% | +0.7% |
| 6M | -9.7% | -13.8% | +4.1% | -9.0% |
| YTD | +2.9% | +19.0% | -16.1% | +1.0% |
| 1Y | +4.4% | +25.7% | -21.3% | +1.9% |
| 3Y | +22.2% | -13.1% | +35.3% | +21.5% |
| 5Y | +46.7% | +26.7% | +20.1% | +40.5% |
| 10Y | +155.3% | +721.5% | -566.2% | +114.8% |
| All | +2,075.8% | +32,662.2% | -30,586.5% | +1,445.8% |
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