-9.8%
ODFL vs CAPR
+242.0%
-251.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.4% | -5.8% | +3.4% |
| 7D | -3.0% | +36.0% | -39.1% | -3.6% |
| 30D | -6.1% | +25.8% | -31.9% | -6.6% |
| 3M | -20.9% | +140.8% | -161.7% | -22.7% |
| 6M | -13.6% | -67.6% | +54.0% | -13.0% |
| YTD | +9.4% | -65.9% | +75.3% | +9.9% |
| 1Y | +22.9% | +66.1% | -43.2% | +13.9% |
| 3Y | -9.8% | +256.9% | -266.7% | -17.4% |
| All | -9.8% | +242.0% | -251.8% | -17.4% |
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