+1,511.3%
META vs ODFL
+1,706.5%
-195.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +2.1% |
| 7D | -0.8% | -4.4% | +3.6% | +0.9% |
| 30D | -15.4% | -6.1% | -9.3% | -13.7% |
| 3M | +3.5% | -21.9% | +25.4% | +12.8% |
| 6M | -0.3% | -17.6% | +17.3% | +5.9% |
| YTD | -7.3% | +5.6% | -13.0% | -12.2% |
| 1Y | -1.1% | +20.5% | -21.6% | -11.5% |
| 3Y | +95.1% | -14.8% | +109.9% | +91.8% |
| 5Y | +80.6% | -3.0% | +83.6% | +63.4% |
| 10Y | +410.1% | +607.6% | -197.5% | +144.0% |
| All | +1,511.3% | +1,706.5% | -195.3% | +613.6% |
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