+37.4%
ODFL vs AUR
-36.7%
+74.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -13.7% | -8.9% | -4.7% | -12.9% |
| 3M | -23.4% | +4.6% | -28.0% | -24.1% |
| 6M | -7.2% | +44.9% | -52.0% | -12.5% |
| YTD | +15.6% | +64.8% | -49.2% | +7.1% |
| 1Y | +24.2% | +16.4% | +7.8% | +19.1% |
| 3Y | -12.8% | +85.1% | -97.8% | -26.0% |
| 5Y | +27.1% | -36.1% | +63.2% | +6.2% |
| All | +37.4% | -36.7% | +74.1% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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