+37.6%
ITW vs ODFL
+25.4%
+12.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.7% | -3.3% | +2.5% | +0.3% |
| 30D | -8.3% | -15.3% | +7.0% | -3.4% |
| 3M | +6.0% | -27.3% | +33.3% | +17.2% |
| 6M | 0.0% | -4.5% | +4.5% | +0.6% |
| YTD | +10.2% | +15.1% | -4.9% | +3.6% |
| 1Y | +3.2% | +21.1% | -17.9% | -5.0% |
| 3Y | +21.0% | -14.1% | +35.1% | +20.5% |
| All | +37.6% | +25.4% | +12.2% | +11.3% |
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