+2,174.0%
EXC vs ODFL
+29,953.1%
-27,779.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | -1.4% | -5.0% | +3.6% | -1.0% |
| 30D | +8.3% | -6.3% | +14.6% | +8.8% |
| 3M | +2.6% | -18.5% | +21.1% | +4.1% |
| 6M | +5.2% | -12.4% | +17.5% | +6.0% |
| YTD | +7.5% | +9.2% | -1.7% | +6.2% |
| 1Y | +3.2% | +23.0% | -19.8% | +0.8% |
| 3Y | +29.5% | -11.6% | +41.2% | +28.6% |
| 5Y | +39.7% | +0.1% | +39.5% | +36.1% |
| 10Y | +200.1% | +550.8% | -350.8% | +156.3% |
| All | +2,174.0% | +29,953.1% | -27,779.1% | +1,525.0% |
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 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