+54.3%
JD vs ODFL
+836.9%
-782.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.7% | -6.3% | +4.6% | +0.5% |
| 30D | -13.2% | -13.6% | +0.4% | -8.8% |
| 3M | -3.2% | -24.2% | +21.0% | +6.0% |
| 6M | +15.2% | -13.8% | +29.0% | +19.0% |
| YTD | +2.0% | +19.0% | -17.1% | -7.8% |
| 1Y | -5.4% | +25.7% | -31.1% | -16.6% |
| 3Y | -9.1% | -13.1% | +4.0% | -12.5% |
| 5Y | -59.6% | +26.7% | -86.3% | -68.8% |
| 10Y | +26.2% | +721.5% | -695.3% | -60.5% |
| All | +54.3% | +836.9% | -782.5% | -57.6% |
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