+84.2%
JNJ vs ODFL
+25.4%
+58.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.5% | -3.3% | -0.2% | -3.3% |
| 30D | +2.3% | -15.3% | +17.6% | +3.4% |
| 3M | +12.0% | -27.3% | +39.3% | +14.3% |
| 6M | +10.5% | -4.5% | +15.0% | +10.5% |
| YTD | +30.4% | +15.1% | +15.2% | +28.4% |
| 1Y | +52.1% | +21.1% | +31.0% | +49.1% |
| 3Y | +77.8% | -14.1% | +91.9% | +77.2% |
| All | +84.2% | +25.4% | +58.8% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling