+4,308.7%
ODFL vs BR
+1,281.7%
+3,027.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -3.0% | -5.0% | +2.0% | -0.3% |
| 30D | -14.3% | -2.5% | -11.8% | -13.3% |
| 3M | -26.7% | +13.5% | -40.2% | -32.3% |
| 6M | -7.5% | -9.4% | +1.9% | -3.6% |
| YTD | +16.5% | -23.3% | +39.8% | +32.5% |
| 1Y | +23.5% | -31.6% | +55.1% | +49.9% |
| 3Y | -12.1% | -5.1% | -7.0% | -12.0% |
| 5Y | +28.9% | +8.2% | +20.7% | +18.5% |
| 10Y | +746.5% | +189.8% | +556.6% | +336.6% |
| All | +4,308.7% | +1,281.7% | +3,027.0% | +860.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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