+27.3%
ODFL vs AU
+686.2%
-659.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.3% | -4.3% | +1.0% | -3.0% |
| 30D | -15.3% | +7.3% | -22.6% | -15.7% |
| 3M | -27.3% | +26.3% | -53.6% | -28.4% |
| 6M | -4.5% | +1.8% | -6.3% | -5.1% |
| YTD | +15.1% | +26.8% | -11.7% | +13.1% |
| 1Y | +21.1% | +66.7% | -45.6% | +17.4% |
| 3Y | -14.1% | +579.1% | -593.2% | -26.2% |
| All | +27.3% | +686.2% | -659.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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