+130.7%
FIX vs ODFL
+24.7%
+106.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +6.1% | +0.2% | +5.9% | +6.0% |
| 30D | -2.7% | -13.4% | +10.8% | +0.3% |
| 3M | -10.9% | -24.2% | +13.2% | -5.7% |
| 6M | +29.0% | -3.3% | +32.3% | +29.1% |
| YTD | +76.9% | +19.8% | +57.1% | +69.5% |
| 1Y | +130.7% | +24.5% | +106.2% | +119.5% |
| All | +130.7% | +24.7% | +106.0% | +119.5% |
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