+43,683.6%
MSFT vs ODFL
+32,662.3%
+11,021.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | -6.3% | +3.6% | -1.9% |
| 30D | +2.7% | -13.6% | +16.3% | +4.6% |
| 3M | +17.0% | -24.2% | +41.1% | +20.8% |
| 6M | +23.8% | -13.8% | +37.6% | +25.5% |
| YTD | +4.0% | +19.0% | -15.1% | +0.8% |
| 1Y | -0.8% | +25.7% | -26.5% | -4.8% |
| 3Y | +55.6% | -13.1% | +68.7% | +54.5% |
| 5Y | +72.9% | +26.7% | +46.2% | +62.5% |
| 10Y | +875.8% | +721.5% | +154.3% | +646.6% |
| All | +43,683.6% | +32,662.3% | +11,021.3% | +23,356.5% |
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