+2,417.1%
MSCI vs ODFL
+5,253.3%
-2,836.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +0.4% | -6.3% | +6.7% | +2.8% |
| 30D | +0.6% | -13.6% | +14.2% | +6.2% |
| 3M | -7.1% | -24.2% | +17.1% | +2.6% |
| 6M | +0.8% | -13.8% | +14.6% | +4.8% |
| YTD | +1.0% | +19.0% | -18.1% | -8.6% |
| 1Y | +4.3% | +25.7% | -21.4% | -8.4% |
| 3Y | +9.9% | -13.1% | +23.1% | +5.9% |
| 5Y | -6.8% | +26.7% | -33.4% | -25.3% |
| 10Y | +614.7% | +721.5% | -106.8% | +158.8% |
| All | +2,417.1% | +5,253.3% | -2,836.2% | +276.7% |
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