+168.0%
JCI vs ODFL
-13.7%
+181.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.7% |
| 30D | -4.4% | -15.3% | +10.8% | -0.1% |
| 3M | +1.7% | -27.3% | +29.0% | +10.6% |
| 6M | +8.8% | -4.5% | +13.3% | +9.4% |
| YTD | +22.6% | +15.1% | +7.5% | +16.3% |
| 1Y | +36.2% | +21.1% | +15.1% | +26.8% |
| 3Y | +168.0% | -14.1% | +182.1% | +172.1% |
| All | +168.0% | -13.7% | +181.8% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling