+147.3%
IBM vs ODFL
+559.8%
-412.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | +1.6% | +5.8% | -4.3% | 0.0% |
| 30D | +9.2% | -5.3% | +14.5% | +10.6% |
| 3M | +4.9% | -19.0% | +23.9% | +10.6% |
| 6M | +16.8% | -7.5% | +24.2% | +18.7% |
| YTD | -14.3% | +11.8% | -26.1% | -18.0% |
| 1Y | -16.7% | +29.7% | -46.4% | -23.6% |
| 3Y | +82.2% | -9.1% | +91.4% | +77.6% |
| 5Y | +149.9% | +0.2% | +149.7% | +127.4% |
| All | +147.3% | +559.8% | -412.5% | +16.1% |
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