+40.0%
ICE vs ODFL
+26.9%
+13.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | -5.3% | -2.8% | -2.5% | -4.9% |
| 30D | +3.0% | -13.7% | +16.7% | +5.7% |
| 3M | +11.4% | -23.4% | +34.8% | +16.5% |
| 6M | -2.0% | -7.2% | +5.1% | -1.7% |
| YTD | -3.1% | +15.6% | -18.8% | -7.6% |
| 1Y | -8.4% | +24.2% | -32.5% | -14.2% |
| 3Y | +40.7% | -12.8% | +53.5% | +38.6% |
| 5Y | +40.0% | +27.1% | +12.8% | +17.0% |
| All | +40.0% | +26.9% | +13.0% | +17.0% |
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