-11.4%
MSCI vs ODFL
+27.3%
-38.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -2.1% | +0.2% | -2.2% | -2.1% |
| 30D | -1.7% | -13.4% | +11.7% | +2.5% |
| 3M | -8.2% | -24.2% | +16.0% | -0.8% |
| 6M | -2.4% | -3.3% | +0.9% | -3.1% |
| YTD | -2.8% | +19.8% | -22.6% | -11.2% |
| 1Y | -2.7% | +24.5% | -27.2% | -12.7% |
| 3Y | +7.3% | -9.6% | +16.9% | +2.4% |
| 5Y | -11.4% | +28.0% | -39.5% | -33.8% |
| All | -11.4% | +27.3% | -38.7% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling