+22.7%
ODFL vs BURL
-10.6%
+33.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | -5.4% | +5.9% | -11.3% | -6.8% |
| 30D | -7.7% | -8.3% | +0.6% | -5.6% |
| 3M | -20.8% | -31.6% | +10.8% | -12.2% |
| 6M | -15.0% | -16.6% | +1.6% | -12.0% |
| YTD | +7.6% | -12.1% | +19.7% | +11.3% |
| 1Y | +22.7% | -10.0% | +32.7% | +26.3% |
| All | +22.7% | -10.6% | +33.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling