+4,055.0%
ODFL vs CAPR
-99.1%
+4,154.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -6.3% | -2.0% | -4.3% | -6.3% |
| 30D | -13.6% | +139.2% | -152.8% | -14.8% |
| 3M | -24.2% | -66.4% | +42.2% | -23.8% |
| 6M | -13.8% | -63.1% | +49.4% | -13.5% |
| YTD | +19.0% | -67.4% | +86.5% | +19.5% |
| 1Y | +25.7% | +58.2% | -32.6% | +20.2% |
| 3Y | -13.1% | +42.2% | -55.3% | -17.8% |
| 5Y | +26.7% | +87.3% | -60.6% | +19.0% |
| 10Y | +721.5% | -75.3% | +796.8% | +656.2% |
| All | +4,055.0% | -99.1% | +4,154.1% | +3,648.2% |
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