-6.5%
IBM vs ODFL
+23.6%
-30.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | -1.8% | -13.7% | +11.8% | +1.0% |
| 3M | -13.5% | -23.4% | +9.9% | -8.7% |
| 6M | -5.1% | -7.2% | +2.1% | -3.1% |
| YTD | -19.4% | +15.6% | -35.0% | -19.7% |
| 1Y | -6.5% | +24.2% | -30.7% | -8.3% |
| All | -6.5% | +23.6% | -30.1% | -8.3% |
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