+28.0%
ODFL vs AR
+140.6%
-112.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -13.4% | +12.6% | -26.0% | -14.8% |
| 3M | -24.2% | +10.0% | -34.2% | -25.3% |
| 6M | -3.3% | +0.6% | -4.0% | -4.0% |
| YTD | +19.8% | +13.4% | +6.4% | +16.5% |
| 1Y | +24.5% | +21.7% | +2.8% | +19.4% |
| 3Y | -9.6% | +45.8% | -55.5% | -17.6% |
| 5Y | +28.0% | +144.3% | -116.2% | +11.6% |
| All | +28.0% | +140.6% | -112.6% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling