+2,263.8%
ICE vs ODFL
+4,945.4%
-2,681.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | +5.0% | -13.4% | +18.4% | +10.6% |
| 3M | +13.9% | -24.2% | +38.0% | +25.4% |
| 6M | -4.4% | -3.3% | -1.1% | -5.0% |
| YTD | -1.9% | +19.8% | -21.7% | -11.3% |
| 1Y | -8.1% | +24.5% | -32.6% | -18.7% |
| 3Y | +42.5% | -9.6% | +52.1% | +34.9% |
| 5Y | +40.6% | +28.0% | +12.6% | +9.3% |
| 10Y | +217.1% | +735.3% | -518.1% | -1.9% |
| All | +2,263.8% | +4,945.4% | -2,681.6% | +134.5% |
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