-74.3%
GRAB vs ODFL
+81.5%
-155.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -10.8% | -3.3% | -7.5% | -10.0% |
| 30D | -15.5% | -15.3% | -0.2% | -11.9% |
| 3M | -9.0% | -27.3% | +18.4% | -1.5% |
| 6M | -21.6% | -4.5% | -17.1% | -21.4% |
| YTD | -38.9% | +15.1% | -54.0% | -42.4% |
| 1Y | -44.8% | +21.1% | -65.9% | -49.0% |
| 3Y | -18.4% | -14.1% | -4.3% | -19.6% |
| 5Y | -71.6% | +26.6% | -98.2% | -77.4% |
| All | -74.3% | +81.5% | -155.9% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling