+1,148.3%
ODFL vs AR
-27.2%
+1,175.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -6.3% | +2.5% | -8.8% | -6.5% |
| 30D | -13.6% | +14.8% | -28.4% | -14.7% |
| 3M | -24.2% | +6.2% | -30.4% | -24.7% |
| 6M | -13.8% | +4.3% | -18.1% | -14.5% |
| YTD | +19.0% | +14.4% | +4.7% | +16.8% |
| 1Y | +25.7% | +21.3% | +4.3% | +22.4% |
| 3Y | -13.1% | +39.8% | -52.9% | -17.5% |
| 5Y | +26.7% | +142.1% | -115.4% | +13.2% |
| 10Y | +721.5% | +52.0% | +669.5% | +636.3% |
| All | +1,148.3% | -27.2% | +1,175.5% | +1,071.9% |
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