+16.5%
JD vs ODFL
+742.1%
-725.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -4.2% | -3.3% | -1.0% | -3.2% |
| 30D | -14.4% | -15.3% | +0.9% | -9.6% |
| 3M | -3.6% | -27.3% | +23.8% | +6.9% |
| 6M | -0.3% | -4.5% | +4.2% | -0.5% |
| YTD | -2.4% | +15.1% | -17.5% | -10.4% |
| 1Y | -18.5% | +21.1% | -39.6% | -27.1% |
| 3Y | -7.0% | -14.1% | +7.1% | -10.2% |
| 5Y | -61.7% | +26.6% | -88.3% | -70.6% |
| All | +16.5% | +742.1% | -725.6% | -52.5% |
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