+960.0%
F vs ODFL
+32,662.3%
-31,702.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +5.3% | -6.3% | +11.6% | +6.6% |
| 30D | +4.6% | -13.6% | +18.2% | +7.4% |
| 3M | -3.7% | -24.2% | +20.5% | +1.3% |
| 6M | +16.8% | -13.8% | +30.6% | +19.6% |
| YTD | +15.3% | +19.0% | -3.7% | +10.8% |
| 1Y | +31.0% | +25.7% | +5.3% | +24.4% |
| 3Y | +45.4% | -13.1% | +58.6% | +45.6% |
| 5Y | +54.7% | +26.7% | +28.0% | +44.3% |
| 10Y | +98.2% | +721.5% | -623.3% | +36.5% |
| All | +960.0% | +32,662.3% | -31,702.3% | +387.6% |
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