+746.5%
ODFL vs CAPR
-77.3%
+823.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.6% |
| 7D | -3.0% | -12.6% | +9.6% | -2.8% |
| 30D | -14.3% | +124.4% | -138.7% | -16.0% |
| 3M | -26.7% | -66.8% | +40.1% | -26.1% |
| 6M | -7.5% | -71.8% | +64.3% | -6.5% |
| YTD | +16.5% | -70.1% | +86.6% | +17.4% |
| 1Y | +23.5% | +33.3% | -9.8% | +15.4% |
| 3Y | -12.1% | +36.7% | -48.8% | -19.9% |
| 5Y | +28.9% | +72.5% | -43.5% | +15.7% |
| 10Y | +746.5% | -77.3% | +823.7% | +649.2% |
| All | +746.5% | -77.3% | +823.7% | +649.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling