-6.3%
JD vs ODFL
-11.6%
+5.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -16.0% | -13.4% | -2.6% | -14.7% |
| 3M | -3.2% | -24.2% | +21.0% | -0.2% |
| 6M | +6.1% | -3.3% | +9.4% | +5.7% |
| YTD | -0.1% | +19.8% | -19.9% | -4.6% |
| 1Y | -12.7% | +24.5% | -37.3% | -17.4% |
| 3Y | -6.3% | -9.6% | +3.3% | -10.2% |
| All | -6.3% | -11.6% | +5.3% | -10.2% |
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 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