+5,256.1%
MS vs ODFL
+18,367.7%
-13,111.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | -1.6% | -4.4% | +2.9% | -0.6% |
| 30D | -3.8% | -6.1% | +2.3% | -2.6% |
| 3M | -14.6% | -21.9% | +7.3% | -10.3% |
| 6M | -5.1% | -17.6% | +12.5% | -1.7% |
| YTD | +4.5% | +5.6% | -1.1% | +2.2% |
| 1Y | +13.5% | +20.5% | -7.0% | +7.8% |
| 3Y | +160.4% | -14.8% | +175.2% | +161.6% |
| 5Y | +112.9% | -3.0% | +115.8% | +105.2% |
| 10Y | +633.4% | +607.6% | +25.8% | +385.7% |
| All | +5,256.1% | +18,367.7% | -13,111.6% | +2,389.7% |
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