+436.0%
META vs ODFL
+573.4%
-137.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | +3.3% | -5.4% | +8.7% | +5.6% |
| 30D | -10.8% | -7.7% | -3.1% | -8.1% |
| 3M | +7.9% | -20.8% | +28.7% | +17.8% |
| 6M | +5.4% | -15.0% | +20.4% | +11.1% |
| YTD | -2.6% | +7.6% | -10.2% | -9.1% |
| 1Y | +1.9% | +22.7% | -20.9% | -10.7% |
| 3Y | +97.0% | -12.9% | +109.9% | +90.6% |
| 5Y | +97.6% | -0.1% | +97.7% | +72.3% |
| 10Y | +436.0% | +550.4% | -114.4% | +157.0% |
| All | +436.0% | +573.4% | -137.3% | +157.0% |
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 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