+120.6%
IBM vs ODFL
+25.9%
+94.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.9% |
| 7D | +3.6% | -3.0% | +6.6% | +4.1% |
| 30D | +1.5% | -14.3% | +15.8% | +4.3% |
| 3M | -12.9% | -26.7% | +13.8% | -8.1% |
| 6M | -3.9% | -7.5% | +3.6% | -2.8% |
| YTD | -17.3% | +16.5% | -33.9% | -19.8% |
| 1Y | -5.0% | +23.5% | -28.5% | -8.9% |
| 3Y | +78.2% | -12.1% | +90.3% | +77.3% |
| 5Y | +120.6% | +28.9% | +91.7% | +100.6% |
| All | +120.6% | +25.9% | +94.7% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling