-74.7%
GRAB vs ODFL
+82.3%
-157.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -12.0% | -2.8% | -9.2% | -11.3% |
| 30D | -19.5% | -13.7% | -5.9% | -16.5% |
| 3M | -8.0% | -23.4% | +15.4% | -1.8% |
| 6M | -22.2% | -7.2% | -15.1% | -21.4% |
| YTD | -39.7% | +15.6% | -55.3% | -43.2% |
| 1Y | -43.2% | +24.2% | -67.4% | -47.8% |
| 3Y | -19.1% | -12.8% | -6.3% | -20.7% |
| 5Y | -72.0% | +27.1% | -99.1% | -77.7% |
| All | -74.7% | +82.3% | -157.0% | -82.9% |
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