+5.2%
LOW vs ODFL
+25.4%
-20.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.7% | -3.3% | -0.5% | -2.6% |
| 30D | -8.9% | -15.3% | +6.4% | -3.4% |
| 3M | -10.4% | -27.3% | +16.9% | +0.1% |
| 6M | -19.4% | -4.5% | -14.9% | -18.8% |
| YTD | -17.1% | +15.1% | -32.3% | -22.6% |
| 1Y | -26.3% | +21.1% | -47.4% | -32.7% |
| 3Y | -9.9% | -14.1% | +4.2% | -10.1% |
| All | +5.2% | +25.4% | -20.2% | -13.2% |
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