+365.2%
ISRG vs ODFL
+752.3%
-387.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.9% |
| 7D | -5.0% | -3.0% | -2.0% | -3.9% |
| 30D | -10.2% | -14.3% | +4.1% | -4.9% |
| 3M | -17.2% | -26.7% | +9.5% | -7.2% |
| 6M | -28.4% | -7.5% | -21.0% | -27.3% |
| YTD | -37.6% | +16.5% | -54.2% | -43.0% |
| 1Y | -24.4% | +23.5% | -48.0% | -33.1% |
| 3Y | +18.4% | -12.1% | +30.5% | +14.9% |
| 5Y | -1.0% | +28.9% | -29.9% | -23.9% |
| All | +365.2% | +752.3% | -387.1% | +97.8% |
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