-9.6%
ODFL vs CASY
+209.8%
-219.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | +0.2% | -4.4% | +4.5% | +0.7% |
| 30D | -13.4% | -12.0% | -1.4% | -12.1% |
| 3M | -24.2% | -2.3% | -21.8% | -24.3% |
| 6M | -3.3% | +10.5% | -13.8% | -6.5% |
| YTD | +19.8% | +33.0% | -13.3% | +11.8% |
| 1Y | +24.5% | +41.1% | -16.6% | +14.5% |
| 3Y | -9.6% | +207.5% | -217.1% | -24.4% |
| All | -9.6% | +209.8% | -219.4% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling