+1,028.4%
ODFL vs AR
-30.5%
+1,058.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.5% |
| 7D | -5.4% | -5.8% | +0.3% | -5.0% |
| 30D | -7.7% | +4.8% | -12.5% | -8.1% |
| 3M | -20.8% | +1.5% | -22.3% | -21.1% |
| 6M | -15.0% | +4.7% | -19.7% | -15.7% |
| YTD | +7.6% | +9.2% | -1.6% | +5.9% |
| 1Y | +22.7% | +11.2% | +11.6% | +20.5% |
| 3Y | -12.9% | +46.2% | -59.1% | -17.7% |
| 5Y | -0.1% | +98.1% | -98.1% | -9.1% |
| 10Y | +550.4% | +54.5% | +495.9% | +480.8% |
| All | +1,028.4% | -30.5% | +1,058.9% | +962.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling