+2,503.1%
KO vs ODFL
+31,724.5%
-29,221.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -1.1% | -2.8% | +1.7% | -1.0% |
| 30D | +1.6% | -13.7% | +15.2% | +2.3% |
| 3M | +5.8% | -23.4% | +29.1% | +7.2% |
| 6M | +14.3% | -7.2% | +21.4% | +14.5% |
| YTD | +27.3% | +15.6% | +11.7% | +25.9% |
| 1Y | +33.2% | +24.2% | +9.0% | +31.1% |
| 3Y | +64.5% | -12.8% | +77.2% | +63.9% |
| 5Y | +83.1% | +27.1% | +56.0% | +77.7% |
| 10Y | +183.9% | +739.9% | -556.0% | +152.3% |
| All | +2,503.1% | +31,724.5% | -29,221.4% | +1,936.1% |
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