+28.7%
O vs ODFL
-12.7%
+41.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.3% |
| 7D | -2.3% | -3.0% | +0.8% | -2.1% |
| 30D | -2.4% | -14.3% | +11.8% | -1.5% |
| 3M | -0.6% | -26.7% | +26.1% | +1.4% |
| 6M | -5.0% | -7.5% | +2.5% | -4.6% |
| YTD | +10.4% | +16.5% | -6.2% | +9.1% |
| 1Y | +6.6% | +23.5% | -17.0% | +4.9% |
| All | +28.7% | -12.7% | +41.4% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling