+21,511.7%
ODFL vs ARWR
-98.3%
+21,610.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -5.4% | -17.7% | +12.3% | -5.3% |
| 30D | -7.7% | -21.9% | +14.2% | -7.5% |
| 3M | -20.8% | -44.5% | +23.7% | -20.5% |
| 6M | -15.0% | -32.6% | +17.5% | -14.9% |
| YTD | +7.6% | -26.2% | +33.8% | +7.7% |
| 1Y | +22.7% | +23.0% | -0.2% | +22.4% |
| 3Y | -12.9% | +81.8% | -94.6% | -13.5% |
| 5Y | -0.1% | -36.0% | +36.0% | -0.4% |
| 10Y | +550.4% | +1,039.5% | -489.1% | +536.9% |
| All | +21,511.7% | -98.3% | +21,610.0% | +20,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling