-14.5%
ODFL vs AS
+134.9%
-149.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -4.4% | +6.9% | -11.4% | -5.8% |
| 30D | -6.1% | +16.0% | -22.1% | -9.0% |
| 3M | -21.9% | -12.8% | -9.0% | -19.8% |
| 6M | -17.6% | -15.4% | -2.2% | -15.1% |
| YTD | +5.6% | -15.7% | +21.4% | +8.4% |
| 1Y | +20.5% | +6.1% | +14.5% | +18.0% |
| All | -14.5% | +134.9% | -149.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling