+29.7%
ODFL vs A
+17.3%
+12.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | -5.3% | 0.0% | -5.3% | -5.5% |
| 3M | -19.0% | +16.7% | -35.7% | -23.4% |
| 6M | -7.5% | +54.8% | -62.3% | -22.3% |
| YTD | +11.8% | +28.8% | -17.0% | +6.2% |
| 1Y | +29.7% | +19.3% | +10.3% | +30.0% |
| All | +29.7% | +17.3% | +12.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling