+699.9%
IYR vs ODFL
+46,742.4%
-46,042.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -2.5% | -13.4% | +10.9% | +1.2% |
| 3M | +1.5% | -24.2% | +25.6% | +8.9% |
| 6M | +3.9% | -3.3% | +7.2% | +3.9% |
| YTD | +9.5% | +19.8% | -10.2% | +2.6% |
| 1Y | +7.5% | +24.5% | -17.1% | -0.9% |
| 3Y | +30.8% | -9.6% | +40.4% | +27.6% |
| 5Y | +4.8% | +28.0% | -23.2% | -9.7% |
| 10Y | +64.3% | +735.3% | -670.9% | -18.6% |
| All | +699.9% | +46,742.4% | -46,042.6% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling