+425.7%
META vs ODFL
+615.5%
-189.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +3.7% |
| 7D | +5.7% | -3.0% | +8.7% | +7.0% |
| 30D | -10.8% | -6.1% | -4.7% | -8.7% |
| 3M | +8.4% | -20.9% | +29.3% | +18.3% |
| 6M | +5.4% | -13.6% | +19.0% | +10.3% |
| YTD | -2.6% | +9.4% | -12.0% | -9.6% |
| 1Y | +3.5% | +22.9% | -19.4% | -9.2% |
| 3Y | +102.0% | -9.8% | +111.8% | +92.6% |
| 5Y | +93.1% | -0.4% | +93.4% | +68.7% |
| 10Y | +425.7% | +592.4% | -166.7% | +164.9% |
| All | +425.7% | +615.5% | -189.9% | +164.9% |
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