-9.1%
ODFL vs BURL
+87.4%
-96.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.6% |
| 7D | +5.8% | -1.6% | +7.4% | +6.2% |
| 30D | -5.3% | -7.7% | +2.4% | -3.4% |
| 3M | -19.0% | -31.7% | +12.7% | -10.8% |
| 6M | -7.5% | -15.2% | +7.7% | -4.6% |
| YTD | +11.8% | -15.9% | +27.7% | +15.7% |
| 1Y | +29.7% | -14.2% | +43.9% | +33.0% |
| 3Y | -9.1% | +93.5% | -102.7% | -18.7% |
| All | -9.1% | +87.4% | -96.6% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling