+31.0%
F vs ODFL
+28.2%
+2.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +5.3% | -6.3% | +11.6% | +7.1% |
| 30D | +4.6% | -13.6% | +18.2% | +8.6% |
| 3M | -3.7% | -24.2% | +20.5% | +3.5% |
| 6M | +16.8% | -13.8% | +30.6% | +20.7% |
| YTD | +15.3% | +19.0% | -3.7% | +8.2% |
| 1Y | +31.0% | +25.7% | +5.3% | +19.5% |
| All | +31.0% | +28.2% | +2.8% | +19.5% |
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