+15,762.5%
MA vs ODFL
+3,645.3%
+12,117.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.1% |
| 7D | +1.8% | -5.4% | +7.2% | +3.8% |
| 30D | +11.8% | -7.7% | +19.5% | +14.8% |
| 3M | +17.2% | -20.8% | +38.0% | +26.6% |
| 6M | +33.4% | -15.0% | +48.4% | +39.5% |
| YTD | +16.1% | +7.6% | +8.5% | +9.6% |
| 1Y | +19.9% | +22.7% | -2.8% | +7.5% |
| 3Y | +70.1% | -12.9% | +83.0% | +64.9% |
| 5Y | +89.6% | -0.1% | +89.7% | +67.7% |
| 10Y | +568.4% | +550.4% | +18.0% | +180.4% |
| All | +15,762.5% | +3,645.3% | +12,117.2% | +2,852.0% |
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