+872.1%
MSFT vs ODFL
+745.7%
+126.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | -3.5% | -2.8% | -0.7% | -2.6% |
| 30D | -2.1% | -13.7% | +11.6% | +2.4% |
| 3M | +24.2% | -23.4% | +47.5% | +34.2% |
| 6M | +21.9% | -7.2% | +29.0% | +22.5% |
| YTD | +2.5% | +15.6% | -13.2% | -5.7% |
| 1Y | -0.8% | +24.2% | -24.9% | -11.8% |
| 3Y | +50.8% | -12.8% | +63.5% | +45.5% |
| 5Y | +73.5% | +27.1% | +46.4% | +34.0% |
| All | +872.1% | +745.7% | +126.4% | +264.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling