+45,725.1%
MSFT vs ODFL
+30,157.5%
+15,567.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | +0.6% | -3.1% | -2.5% |
| 30D | -3.8% | -6.3% | +2.5% | -3.0% |
| 3M | +6.4% | -19.1% | +25.5% | +9.1% |
| 6M | +28.8% | -9.9% | +38.7% | +29.9% |
| YTD | +8.8% | +9.9% | -1.1% | +6.4% |
| 1Y | +3.2% | +24.4% | -21.2% | -0.9% |
| 3Y | +44.8% | -11.0% | +55.8% | +43.3% |
| 5Y | +61.8% | -1.4% | +63.3% | +56.7% |
| 10Y | +897.9% | +555.3% | +342.7% | +681.9% |
| All | +45,725.1% | +30,157.5% | +15,567.6% | +24,672.6% |
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