+5,210.9%
JNJ vs ODFL
+31,973.1%
-26,762.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.6% |
| 7D | -3.0% | -3.0% | +0.1% | -2.8% |
| 30D | +2.5% | -14.3% | +16.8% | +3.3% |
| 3M | +13.2% | -26.7% | +40.0% | +15.0% |
| 6M | +11.3% | -7.5% | +18.8% | +11.5% |
| YTD | +31.1% | +16.5% | +14.6% | +29.7% |
| 1Y | +54.3% | +23.5% | +30.8% | +52.0% |
| 3Y | +81.1% | -12.1% | +93.2% | +80.5% |
| 5Y | +82.7% | +28.9% | +53.8% | +77.3% |
| 10Y | +196.5% | +746.5% | -550.0% | +162.9% |
| All | +5,210.9% | +31,973.1% | -26,762.2% | +4,034.0% |
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