-2.5%
IBM vs ODFL
+28.2%
-30.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -6.3% | +6.0% | +1.0% |
| 30D | +0.3% | -13.6% | +13.9% | +3.2% |
| 3M | -21.6% | -24.2% | +2.6% | -17.3% |
| 6M | -4.7% | -13.8% | +9.1% | -1.7% |
| YTD | -19.1% | +19.0% | -38.1% | -19.8% |
| 1Y | -2.5% | +25.7% | -28.2% | -4.4% |
| All | -2.5% | +28.2% | -30.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling