+72.3%
MSFT vs ODFL
+25.9%
+46.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | -1.0% | -3.0% | +2.0% | -0.4% |
| 30D | -2.7% | -14.3% | +11.6% | +0.5% |
| 3M | +22.1% | -26.7% | +48.8% | +30.2% |
| 6M | +20.6% | -7.5% | +28.1% | +21.0% |
| YTD | +2.3% | +16.5% | -14.2% | -4.0% |
| 1Y | -0.5% | +23.5% | -24.1% | -8.7% |
| 3Y | +50.5% | -12.1% | +62.6% | +47.1% |
| 5Y | +72.3% | +28.9% | +43.4% | +33.7% |
| All | +72.3% | +25.9% | +46.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling