+3.7%
F vs ODFL
+32.0%
-28.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.7% |
| 7D | +6.0% | +3.5% | +2.5% | +5.1% |
| 30D | +4.3% | 0.0% | +4.3% | +4.1% |
| 3M | -10.1% | -18.1% | +8.0% | -5.5% |
| 6M | +12.8% | -6.4% | +19.2% | +14.0% |
| YTD | -0.1% | +14.9% | -15.0% | -6.4% |
| 1Y | +3.7% | +27.7% | -24.0% | -6.2% |
| All | +3.7% | +32.0% | -28.3% | -6.2% |
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