-3.0%
ODFL vs ADVB
-97.1%
+94.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.0% | -8.5% | +1.5% |
| 7D | -5.0% | +10.5% | -15.4% | -4.9% |
| 30D | -6.3% | -56.0% | +49.7% | -6.7% |
| 3M | -18.5% | -70.1% | +51.7% | -19.0% |
| 6M | -12.4% | -53.7% | +41.3% | -12.1% |
| YTD | +9.2% | -60.3% | +69.5% | +9.7% |
| 1Y | +23.0% | -73.1% | +96.1% | +24.5% |
| All | -3.0% | -97.1% | +94.1% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling