+78.3%
JNJ vs ODFL
-13.4%
+91.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.3% | -2.8% | -1.5% | -4.2% |
| 30D | +3.0% | -13.7% | +16.7% | +3.7% |
| 3M | +12.2% | -23.4% | +35.6% | +13.6% |
| 6M | +10.5% | -7.2% | +17.6% | +10.7% |
| YTD | +30.8% | +15.6% | +15.1% | +29.3% |
| 1Y | +54.9% | +24.2% | +30.8% | +52.5% |
| All | +78.3% | -13.4% | +91.7% | +76.4% |
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