-2.8%
ODFL vs ADVB
-97.4%
+94.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.6% |
| 7D | -3.0% | -1.2% | -1.8% | -3.0% |
| 30D | -6.1% | -61.4% | +55.3% | -6.5% |
| 3M | -20.9% | -67.8% | +46.9% | -21.3% |
| 6M | -13.6% | -66.9% | +53.3% | -13.4% |
| YTD | +9.4% | -64.9% | +74.3% | +9.9% |
| 1Y | +22.9% | -74.8% | +97.7% | +24.2% |
| All | -2.8% | -97.4% | +94.6% | +7.0% |
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