+2,806.0%
MSCI vs ODFL
+4,810.6%
-2,004.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -1.9% | -5.0% | +3.1% | 0.0% |
| 30D | +16.5% | -6.3% | +22.7% | +19.1% |
| 3M | +18.2% | -18.5% | +36.7% | +27.1% |
| 6M | +14.0% | -12.4% | +26.3% | +18.0% |
| YTD | +16.6% | +9.2% | +7.4% | +8.6% |
| 1Y | +14.8% | +23.0% | -8.1% | +1.5% |
| 3Y | +33.3% | -11.6% | +44.9% | +26.6% |
| 5Y | +9.1% | +0.1% | +8.9% | -4.2% |
| 10Y | +820.4% | +550.8% | +269.5% | +264.7% |
| All | +2,806.0% | +4,810.6% | -2,004.7% | +347.7% |
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