-3.5%
IR vs ODFL
+28.2%
-31.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | -6.3% | +3.5% | +0.1% |
| 30D | -15.1% | -13.6% | -1.5% | -9.2% |
| 3M | +6.1% | -24.2% | +30.2% | +20.4% |
| 6M | -16.8% | -13.8% | -3.0% | -12.1% |
| YTD | -3.5% | +19.0% | -22.6% | -11.1% |
| 1Y | -3.5% | +25.7% | -29.2% | -13.9% |
| All | -3.5% | +28.2% | -31.7% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling