+5,367.1%
O vs ODFL
+24,622.4%
-19,255.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.6% | +0.2% | -0.7% | -0.6% |
| 30D | -2.0% | -13.4% | +11.5% | -0.1% |
| 3M | +3.0% | -24.2% | +27.2% | +6.7% |
| 6M | -3.6% | -3.3% | -0.3% | -3.6% |
| YTD | +12.1% | +19.8% | -7.7% | +8.5% |
| 1Y | +8.9% | +24.5% | -15.6% | +4.7% |
| 3Y | +30.3% | -9.6% | +40.0% | +28.6% |
| 5Y | +13.7% | +28.0% | -14.3% | +5.4% |
| 10Y | +50.3% | +735.3% | -685.0% | +7.3% |
| All | +5,367.1% | +24,622.4% | -19,255.3% | +3,004.8% |
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