+72.4%
IBM vs ODFL
-11.6%
+84.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -1.5% | -13.4% | +11.9% | +1.0% |
| 3M | -16.8% | -24.2% | +7.4% | -12.7% |
| 6M | -9.0% | -3.3% | -5.7% | -8.5% |
| YTD | -20.1% | +19.8% | -39.8% | -22.5% |
| 1Y | -7.0% | +24.5% | -31.5% | -10.5% |
| 3Y | +72.4% | -9.6% | +82.0% | +70.8% |
| All | +72.4% | -11.6% | +84.0% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling