+590.9%
JPM vs ODFL
+742.1%
-151.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.7% | -3.3% | +2.6% | +0.4% |
| 30D | -2.5% | -15.3% | +12.8% | +3.1% |
| 3M | +14.1% | -27.3% | +41.5% | +26.6% |
| 6M | +25.1% | -4.5% | +29.6% | +25.2% |
| YTD | +12.1% | +15.1% | -3.0% | +4.1% |
| 1Y | +18.8% | +21.1% | -2.3% | +7.7% |
| 3Y | +163.4% | -14.1% | +177.5% | +160.5% |
| 5Y | +156.5% | +26.6% | +130.0% | +103.5% |
| All | +590.9% | +742.1% | -151.3% | +116.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling