-9.6%
ODFL vs CAPR
+42.0%
-51.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.7% |
| 7D | +0.2% | -9.5% | +9.6% | +0.3% |
| 30D | -13.4% | +121.5% | -134.9% | -15.1% |
| 3M | -24.2% | -65.4% | +41.2% | -23.6% |
| 6M | -3.3% | -67.5% | +64.2% | -2.6% |
| YTD | +19.8% | -68.6% | +88.4% | +20.6% |
| 1Y | +24.5% | +42.7% | -18.2% | +16.0% |
| 3Y | -9.6% | +43.4% | -53.0% | -17.5% |
| All | -9.6% | +42.0% | -51.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling