-11.6%
ODFL vs AS
+131.9%
-143.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.0% |
| 7D | -5.0% | -3.0% | -1.9% | -4.3% |
| 30D | -6.3% | +9.6% | -15.8% | -8.1% |
| 3M | -18.5% | -8.2% | -10.3% | -17.2% |
| 6M | -12.4% | -9.9% | -2.5% | -10.9% |
| YTD | +9.2% | -16.8% | +26.0% | +12.4% |
| 1Y | +23.0% | +3.0% | +20.0% | +21.2% |
| All | -11.6% | +131.9% | -143.5% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling