+23,807.6%
ODFL vs ARWR
-97.0%
+23,904.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -6.3% | +1.7% | -8.0% | -6.3% |
| 30D | -13.6% | -0.7% | -12.9% | -13.6% |
| 3M | -24.2% | +14.9% | -39.1% | -24.3% |
| 6M | -13.8% | +32.6% | -46.4% | -14.0% |
| YTD | +19.0% | +30.0% | -11.0% | +18.8% |
| 1Y | +25.7% | +208.4% | -182.7% | +24.7% |
| 3Y | -13.1% | +208.8% | -221.9% | -14.0% |
| 5Y | +26.7% | +27.8% | -1.2% | +25.7% |
| 10Y | +721.5% | +1,107.6% | -386.1% | +702.9% |
| All | +23,807.6% | -97.0% | +23,904.7% | +22,344.5% |
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