+800.7%
MSCI vs ODFL
+573.4%
+227.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +2.7% | -5.4% | +8.1% | +4.8% |
| 30D | +16.2% | -7.7% | +23.9% | +19.5% |
| 3M | +17.1% | -20.8% | +37.9% | +27.1% |
| 6M | +13.0% | -15.0% | +28.1% | +18.2% |
| YTD | +15.8% | +7.6% | +8.2% | +7.9% |
| 1Y | +15.5% | +22.7% | -7.2% | +1.4% |
| 3Y | +32.3% | -12.9% | +45.2% | +25.1% |
| 5Y | +8.2% | -0.1% | +8.2% | -8.3% |
| 10Y | +800.7% | +550.4% | +250.3% | +268.8% |
| All | +800.7% | +573.4% | +227.3% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling