+4.2%
ITW vs ODFL
+28.2%
-23.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -3.6% | -6.3% | +2.7% | -1.8% |
| 30D | -9.1% | -13.6% | +4.4% | -5.5% |
| 3M | +8.2% | -24.2% | +32.4% | +16.5% |
| 6M | -4.8% | -13.8% | +9.0% | -1.7% |
| YTD | +11.0% | +19.0% | -8.0% | +4.4% |
| 1Y | +4.2% | +25.7% | -21.4% | -4.0% |
| All | +4.2% | +28.2% | -23.9% | -4.0% |
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