+627.7%
GEV vs ODFL
-15.7%
+643.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.6% |
| 7D | +3.2% | -3.0% | +6.2% | +3.7% |
| 30D | -4.0% | -14.3% | +10.2% | -1.3% |
| 3M | +3.4% | -26.7% | +30.1% | +9.2% |
| 6M | +14.7% | -7.5% | +22.2% | +15.0% |
| YTD | +45.8% | +16.5% | +29.2% | +37.7% |
| 1Y | +57.4% | +23.5% | +33.8% | +46.6% |
| All | +627.7% | -15.7% | +643.3% | +612.3% |
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