-42.6%
INTU vs ODFL
+25.9%
-68.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.6% |
| 7D | -8.5% | -3.0% | -5.4% | -7.5% |
| 30D | -6.1% | -14.3% | +8.1% | -0.9% |
| 3M | +7.3% | -26.7% | +34.1% | +19.6% |
| 6M | -33.2% | -7.5% | -25.7% | -32.3% |
| YTD | -52.2% | +16.5% | -68.7% | -56.4% |
| 1Y | -52.7% | +23.5% | -76.2% | -58.1% |
| 3Y | -41.6% | -12.1% | -29.5% | -43.1% |
| 5Y | -42.6% | +28.9% | -71.6% | -58.3% |
| All | -42.6% | +25.9% | -68.6% | -58.3% |
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 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