+1,546.8%
META vs ODFL
+1,780.4%
-233.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | +3.1% | +0.6% | +2.4% | +2.8% |
| 30D | -18.2% | -6.3% | -11.9% | -16.4% |
| 3M | +7.8% | -19.1% | +26.9% | +16.0% |
| 6M | +3.6% | -9.9% | +13.5% | +6.4% |
| YTD | -5.3% | +9.9% | -15.2% | -11.6% |
| 1Y | +2.7% | +24.4% | -21.7% | -9.1% |
| 3Y | +91.5% | -11.0% | +102.5% | +85.3% |
| 5Y | +84.7% | -1.4% | +86.1% | +66.1% |
| 10Y | +429.0% | +555.3% | -126.3% | +157.0% |
| All | +1,546.8% | +1,780.4% | -233.5% | +618.6% |
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