+915.1%
MSFT vs ODFL
+559.8%
+355.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | -1.3% | +5.8% | -7.1% | -3.0% |
| 30D | -1.8% | -5.3% | +3.5% | -0.3% |
| 3M | +5.6% | -19.0% | +24.6% | +12.5% |
| 6M | +29.8% | -7.5% | +37.3% | +31.0% |
| YTD | +9.0% | +11.8% | -2.8% | +0.9% |
| 1Y | +4.9% | +29.7% | -24.7% | -8.5% |
| 3Y | +46.2% | -9.1% | +55.4% | +37.7% |
| 5Y | +62.1% | +0.2% | +61.9% | +39.0% |
| All | +915.1% | +559.8% | +355.3% | +277.3% |
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 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