+1,007.6%
ODFL vs AR
-33.4%
+1,040.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -4.4% | -14.3% | +9.8% | -3.1% |
| 30D | -6.1% | +1.4% | -7.5% | -6.3% |
| 3M | -21.9% | +3.4% | -25.3% | -22.3% |
| 6M | -17.6% | -2.1% | -15.5% | -17.7% |
| YTD | +5.6% | +4.7% | +0.9% | +4.4% |
| 1Y | +20.5% | +10.6% | +9.9% | +18.4% |
| 3Y | -14.8% | +24.6% | -39.4% | -18.3% |
| 5Y | -3.0% | +71.9% | -74.9% | -10.8% |
| 10Y | +607.6% | +46.4% | +561.3% | +535.1% |
| All | +1,007.6% | -33.4% | +1,040.9% | +946.8% |
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