+13,824.1%
MA vs ODFL
+4,043.2%
+9,781.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | -6.3% | +3.6% | -0.5% |
| 30D | +1.5% | -13.6% | +15.1% | +6.7% |
| 3M | +20.4% | -24.2% | +44.6% | +32.0% |
| 6M | +11.1% | -13.8% | +24.9% | +15.1% |
| YTD | +2.0% | +19.0% | -17.1% | -6.9% |
| 1Y | -2.2% | +25.7% | -27.8% | -12.9% |
| 3Y | +41.9% | -13.1% | +55.0% | +38.3% |
| 5Y | +75.4% | +26.7% | +48.7% | +42.0% |
| 10Y | +527.5% | +721.5% | -193.9% | +142.2% |
| All | +13,824.1% | +4,043.2% | +9,781.0% | +2,408.7% |
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