+2,627.5%
NDAQ vs ODFL
+27,496.7%
-24,869.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.7% |
| 7D | +1.3% | +5.8% | -4.6% | -0.6% |
| 30D | +18.0% | -5.3% | +23.3% | +19.8% |
| 3M | +11.5% | -19.0% | +30.5% | +18.9% |
| 6M | +21.1% | -7.5% | +28.6% | +22.9% |
| YTD | +12.8% | +11.8% | +1.0% | +6.2% |
| 1Y | +25.7% | +29.7% | -4.0% | +12.3% |
| 3Y | +116.8% | -9.1% | +125.9% | +109.0% |
| 5Y | +67.3% | +0.2% | +67.0% | +50.3% |
| 10Y | +473.3% | +566.3% | -92.9% | +156.2% |
| All | +2,627.5% | +27,496.7% | -24,869.2% | +476.6% |
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