-9.5%
ODFL vs AS
+123.4%
-132.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +5.8% | -4.9% | +10.7% | +6.9% |
| 30D | -5.3% | +3.9% | -9.2% | -6.1% |
| 3M | -19.0% | -9.6% | -9.4% | -17.4% |
| 6M | -7.5% | -8.7% | +1.2% | -6.2% |
| YTD | +11.8% | -19.8% | +31.6% | +15.9% |
| 1Y | +29.7% | -1.5% | +31.2% | +28.9% |
| All | -9.5% | +123.4% | -132.9% | -20.8% |
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