+3,656.0%
ODFL vs CAPR
-99.1%
+3,755.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.9% | +8.3% | -1.5% |
| 7D | -5.4% | +7.6% | -13.1% | -5.5% |
| 30D | -7.7% | +13.3% | -20.9% | -7.9% |
| 3M | -20.8% | +130.4% | -151.2% | -22.0% |
| 6M | -15.0% | -70.8% | +55.8% | -14.6% |
| YTD | +7.6% | -69.3% | +76.9% | +8.0% |
| 1Y | +22.7% | +59.5% | -36.8% | +17.3% |
| 3Y | -12.9% | +216.8% | -229.7% | -18.2% |
| 5Y | -0.1% | +152.7% | -152.8% | -6.4% |
| 10Y | +550.4% | -68.2% | +618.6% | +498.2% |
| All | +3,656.0% | -99.1% | +3,755.1% | +3,287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling