+2,715.8%
MSCI vs ODFL
+4,649.9%
-1,934.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.0% |
| 7D | +2.8% | -4.4% | +7.3% | +4.6% |
| 30D | +15.4% | -6.1% | +21.5% | +18.0% |
| 3M | +13.4% | -21.9% | +35.3% | +24.0% |
| 6M | +10.9% | -17.6% | +28.5% | +17.7% |
| YTD | +13.0% | +5.6% | +7.4% | +6.6% |
| 1Y | +12.0% | +20.5% | -8.5% | -0.2% |
| 3Y | +34.1% | -14.8% | +48.9% | +29.2% |
| 5Y | +3.9% | -3.0% | +6.9% | -7.6% |
| 10Y | +802.0% | +607.6% | +194.4% | +245.5% |
| All | +2,715.8% | +4,649.9% | -1,934.1% | +339.6% |
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