-71.2%
GRAB vs ODFL
+25.4%
-96.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.8% |
| 3M | -9.0% | -27.3% | +18.4% | -1.4% |
| 6M | -21.6% | -4.5% | -17.1% | -21.4% |
| YTD | -38.9% | +15.1% | -54.0% | -42.5% |
| 1Y | -44.8% | +21.1% | -65.9% | -49.0% |
| 3Y | -18.4% | -14.1% | -4.3% | -19.7% |
| All | -71.2% | +25.4% | -96.6% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling