+32.3%
JD vs ODFL
+548.9%
-516.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -4.0% | +0.6% | -4.7% | -4.3% |
| 30D | +2.7% | -6.3% | +8.9% | +4.6% |
| 3M | -13.0% | -19.1% | +6.1% | -7.1% |
| 6M | -12.7% | -9.9% | -2.8% | -11.1% |
| YTD | -0.8% | +9.9% | -10.7% | -8.2% |
| 1Y | -8.9% | +24.4% | -33.3% | -19.9% |
| 3Y | +17.0% | -11.0% | +28.0% | +10.0% |
| 5Y | -63.5% | -1.4% | -62.1% | -68.6% |
| All | +32.3% | +548.9% | -516.5% | -51.2% |
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