+2,215.9%
IBM vs ODFL
+32,662.3%
-30,446.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -6.3% | +6.0% | +0.4% |
| 30D | +0.3% | -13.6% | +13.9% | +1.8% |
| 3M | -21.6% | -24.2% | +2.6% | -19.3% |
| 6M | -4.7% | -13.8% | +9.1% | -3.4% |
| YTD | -19.1% | +19.0% | -38.1% | -20.8% |
| 1Y | -2.5% | +25.7% | -28.2% | -5.3% |
| 3Y | +74.2% | -13.1% | +87.3% | +73.9% |
| 5Y | +113.1% | +26.7% | +86.5% | +102.6% |
| 10Y | +133.5% | +721.5% | -588.0% | +86.5% |
| All | +2,215.9% | +32,662.3% | -30,446.4% | +1,336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling