+31,626.4%
ODFL vs A
+539.8%
+31,086.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -6.3% | +0.8% | -7.1% | -6.6% |
| 3M | -19.1% | +16.9% | -36.0% | -22.8% |
| 6M | -9.9% | +53.8% | -63.7% | -20.8% |
| YTD | +9.9% | +28.1% | -18.2% | +1.6% |
| 1Y | +24.4% | +15.0% | +9.4% | +18.5% |
| 3Y | -11.0% | +63.1% | -74.1% | -23.7% |
| 5Y | -1.4% | +11.5% | -12.9% | -6.9% |
| 10Y | +555.3% | +303.2% | +252.1% | +350.1% |
| All | +31,626.4% | +539.8% | +31,086.6% | +21,762.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling