+273.7%
IR vs ODFL
+573.0%
-299.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.5% | -3.3% | -1.2% | -2.9% |
| 30D | -13.9% | -15.3% | +1.3% | -6.8% |
| 3M | -0.3% | -27.3% | +27.0% | +15.8% |
| 6M | -14.3% | -4.5% | -9.8% | -13.1% |
| YTD | -7.9% | +15.1% | -23.0% | -15.0% |
| 1Y | -9.9% | +21.1% | -31.0% | -19.4% |
| 3Y | +6.5% | -14.1% | +20.6% | +8.0% |
| 5Y | +34.0% | +26.6% | +7.4% | +5.4% |
| All | +273.7% | +573.0% | -299.2% | +17.8% |
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