+377.6%
META vs ODFL
+727.3%
-349.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -6.3% | +13.0% | +9.3% |
| 30D | +4.8% | -13.6% | +18.4% | +10.8% |
| 3M | -1.6% | -24.2% | +22.5% | +9.3% |
| 6M | -7.5% | -13.8% | +6.3% | -3.2% |
| YTD | -6.4% | +19.0% | -25.4% | -15.6% |
| 1Y | -17.3% | +25.7% | -43.0% | -27.8% |
| 3Y | +109.9% | -13.1% | +123.0% | +105.9% |
| 5Y | +65.4% | +26.7% | +38.7% | +31.8% |
| All | +377.6% | +727.3% | -349.7% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling