+9.0%
MSFT vs ODFL
+32.0%
-23.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.7% |
| 7D | +4.7% | +3.5% | +1.2% | +4.9% |
| 30D | +5.8% | 0.0% | +5.8% | +5.9% |
| 3M | +13.0% | -18.1% | +31.1% | +11.6% |
| 6M | +34.9% | -6.4% | +41.3% | +33.9% |
| YTD | +15.7% | +14.9% | +0.8% | +19.2% |
| 1Y | +9.0% | +27.7% | -18.7% | +14.3% |
| All | +9.0% | +32.0% | -23.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling