+24.4%
ODFL vs CAPR
+65.7%
-41.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.7% | +9.4% | +0.8% |
| 7D | +0.6% | +19.1% | -18.4% | +0.3% |
| 30D | -6.3% | +48.8% | -55.1% | -7.1% |
| 3M | -19.1% | +144.4% | -163.5% | -20.8% |
| 6M | -9.9% | -67.5% | +57.6% | -9.4% |
| YTD | +9.9% | -64.5% | +74.5% | +10.2% |
| 1Y | +24.4% | +74.4% | -50.0% | +16.5% |
| All | +24.4% | +65.7% | -41.3% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling