+12,143.5%
JPM vs ODFL
+32,863.2%
-20,719.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -1.1% | -13.4% | +12.3% | +1.4% |
| 3M | +14.1% | -24.2% | +38.3% | +19.5% |
| 6M | +23.3% | -3.3% | +26.6% | +23.3% |
| YTD | +11.3% | +19.8% | -8.5% | +6.8% |
| 1Y | +23.0% | +24.5% | -1.5% | +17.0% |
| 3Y | +162.6% | -9.6% | +172.2% | +160.2% |
| 5Y | +152.8% | +28.0% | +124.7% | +132.1% |
| 10Y | +583.6% | +735.3% | -151.6% | +360.4% |
| All | +12,143.5% | +32,863.2% | -20,719.7% | +5,342.7% |
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