+541.4%
ODFL vs CASY
+550.6%
-9.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -5.4% | +5.0% | -10.4% | -6.8% |
| 30D | -7.7% | +8.2% | -15.8% | -9.8% |
| 3M | -20.8% | -18.2% | -2.7% | -16.5% |
| 6M | -15.0% | -18.6% | +3.6% | -11.3% |
| YTD | +7.6% | +26.8% | -19.2% | -3.3% |
| 1Y | +22.7% | +31.6% | -8.9% | +8.5% |
| 3Y | -12.9% | +156.5% | -169.4% | -40.6% |
| 5Y | -0.1% | +258.6% | -258.7% | -40.5% |
| All | +541.4% | +550.6% | -9.2% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling