+250.7%
HOOD vs ODFL
+46.3%
+204.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | -6.3% | +23.4% | +20.9% |
| 30D | +31.6% | -13.6% | +45.2% | +41.8% |
| 3M | +38.2% | -24.2% | +62.4% | +57.9% |
| 6M | +48.5% | -13.8% | +62.3% | +57.3% |
| YTD | +8.0% | +19.0% | -11.1% | -6.1% |
| 1Y | +18.7% | +25.7% | -7.0% | -0.7% |
| 3Y | +999.1% | -13.1% | +1,012.2% | +997.0% |
| 5Y | +181.7% | +26.7% | +155.0% | +116.1% |
| All | +250.7% | +46.3% | +204.4% | +329.7% |
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 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