-18.2%
META vs ODFL
+24.7%
-42.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +6.0% | +0.2% | +5.9% | +6.0% |
| 30D | +3.6% | -13.4% | +17.0% | +5.5% |
| 3M | +4.9% | -24.2% | +29.1% | +8.3% |
| 6M | -4.7% | -3.3% | -1.4% | -4.3% |
| YTD | -6.9% | +19.8% | -26.7% | -7.9% |
| 1Y | -18.2% | +24.5% | -42.7% | -19.0% |
| All | -18.2% | +24.7% | -42.9% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling