+23.5%
ODFL vs AR
+21.2%
+2.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -3.0% | -1.2% | -1.8% | -3.1% |
| 30D | -14.3% | +5.5% | -19.8% | -13.8% |
| 3M | -26.7% | +12.9% | -39.6% | -26.0% |
| 6M | -7.5% | +0.1% | -7.6% | -7.2% |
| YTD | +16.5% | +13.5% | +3.0% | +15.9% |
| 1Y | +23.5% | +21.6% | +2.0% | +23.6% |
| All | +23.5% | +21.2% | +2.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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