+28.9%
ODFL vs A
-16.2%
+45.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.0% |
| 7D | -3.0% | -4.4% | +1.4% | -0.9% |
| 30D | -14.3% | -2.7% | -11.6% | -13.2% |
| 3M | -26.7% | +7.0% | -33.8% | -29.4% |
| 6M | -7.5% | +24.6% | -32.1% | -18.3% |
| YTD | +16.5% | +7.0% | +9.5% | +11.4% |
| 1Y | +23.5% | +15.6% | +8.0% | +13.0% |
| 3Y | -12.1% | +29.9% | -42.0% | -27.6% |
| 5Y | +28.9% | -15.4% | +44.3% | +27.1% |
| All | +28.9% | -16.2% | +45.2% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling