+27.3%
ODFL vs CASY
+285.8%
-258.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -13.6% | -11.3% | -2.2% | -11.1% |
| 3M | -24.2% | -0.6% | -23.5% | -25.0% |
| 6M | -13.8% | +10.7% | -24.5% | -18.1% |
| YTD | +19.0% | +37.1% | -18.1% | +5.5% |
| 1Y | +25.7% | +52.3% | -26.6% | +7.0% |
| 3Y | -13.1% | +215.2% | -228.3% | -46.1% |
| All | +27.3% | +285.8% | -258.6% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling