+2,439.3%
MAR vs ODFL
+25,885.6%
-23,446.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -6.9% | -13.4% | +6.5% | -3.9% |
| 3M | -15.8% | -24.2% | +8.3% | -10.7% |
| 6M | +1.9% | -3.3% | +5.3% | +2.2% |
| YTD | +6.6% | +19.8% | -13.2% | +1.4% |
| 1Y | +23.7% | +24.5% | -0.9% | +16.4% |
| 3Y | +64.6% | -9.6% | +74.2% | +63.7% |
| 5Y | +156.4% | +28.0% | +128.3% | +133.4% |
| 10Y | +415.4% | +735.3% | -319.9% | +224.2% |
| All | +2,439.3% | +25,885.6% | -23,446.3% | +1,044.0% |
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