-14.8%
ODFL vs BURL
+86.7%
-101.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -4.4% | +4.1% | -8.5% | -5.4% |
| 30D | -6.1% | -9.5% | +3.4% | -3.7% |
| 3M | -21.9% | -33.5% | +11.6% | -13.3% |
| 6M | -17.6% | -22.1% | +4.5% | -12.9% |
| YTD | +5.6% | -14.6% | +20.2% | +8.9% |
| 1Y | +20.5% | -8.4% | +28.9% | +21.5% |
| 3Y | -14.8% | +86.6% | -101.4% | -23.3% |
| All | -14.8% | +86.7% | -101.5% | -23.3% |
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 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