+8,482.1%
MO vs ODFL
+31,973.1%
-23,490.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | +3.6% | -14.3% | +17.8% | +4.4% |
| 3M | -3.7% | -26.7% | +23.0% | -2.2% |
| 6M | +4.5% | -7.5% | +12.0% | +4.8% |
| YTD | +21.5% | +16.5% | +5.0% | +20.2% |
| 1Y | +9.5% | +23.5% | -14.0% | +7.9% |
| 3Y | +93.6% | -12.1% | +105.6% | +92.8% |
| 5Y | +97.5% | +28.9% | +68.6% | +91.5% |
| 10Y | +111.2% | +746.5% | -635.3% | +87.4% |
| All | +8,482.1% | +31,973.1% | -23,490.9% | +6,732.3% |
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