+68.6%
MAR vs ODFL
-13.7%
+82.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.5% | -3.3% | +2.7% | +0.5% |
| 30D | -5.4% | -15.3% | +9.9% | -0.4% |
| 3M | -15.5% | -27.3% | +11.8% | -6.8% |
| 6M | +3.0% | -4.5% | +7.5% | +3.4% |
| YTD | +8.5% | +15.1% | -6.6% | +1.3% |
| 1Y | +26.0% | +21.1% | +4.9% | +15.0% |
| 3Y | +68.6% | -14.1% | +82.7% | +64.3% |
| All | +68.6% | -13.7% | +82.3% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling