+12,471.5%
FIX vs ODFL
+31,212.6%
-18,741.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | -6.3% | +12.3% | +7.5% |
| 30D | -7.2% | -13.6% | +6.4% | -4.2% |
| 3M | -15.9% | -24.2% | +8.3% | -10.7% |
| 6M | +12.7% | -13.8% | +26.5% | +15.9% |
| YTD | +72.8% | +19.0% | +53.8% | +64.5% |
| 1Y | +122.9% | +25.7% | +97.2% | +109.0% |
| 3Y | +774.3% | -13.1% | +787.4% | +776.3% |
| 5Y | +2,049.5% | +26.7% | +2,022.8% | +1,857.1% |
| 10Y | +5,821.5% | +721.5% | +5,100.0% | +3,651.7% |
| All | +12,471.5% | +31,212.6% | -18,741.2% | +5,441.5% |
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 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