+213.7%
ICE vs ODFL
+742.1%
-528.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | +4.0% | -15.3% | +19.3% | +8.0% |
| 3M | +13.7% | -27.3% | +41.0% | +22.0% |
| 6M | +0.9% | -4.5% | +5.4% | +0.8% |
| YTD | -2.1% | +15.1% | -17.3% | -7.4% |
| 1Y | -9.5% | +21.1% | -30.6% | -15.8% |
| 3Y | +42.1% | -14.1% | +56.2% | +39.8% |
| 5Y | +41.4% | +26.6% | +14.8% | +19.0% |
| All | +213.7% | +742.1% | -528.5% | +51.3% |
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 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