+28.0%
ODFL vs ARWR
+29.5%
-1.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.2% | +2.9% | -2.7% | -0.3% |
| 30D | -13.4% | -2.9% | -10.5% | -13.1% |
| 3M | -24.2% | +15.2% | -39.4% | -26.2% |
| 6M | -3.3% | +42.3% | -45.6% | -9.4% |
| YTD | +19.8% | +28.2% | -8.4% | +13.8% |
| 1Y | +24.5% | +213.2% | -188.7% | +2.4% |
| 3Y | -9.6% | +184.6% | -194.3% | -30.0% |
| 5Y | +28.0% | +29.2% | -1.2% | +2.3% |
| All | +28.0% | +29.5% | -1.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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