+33,922.3%
ODFL vs CASY
+24,214.3%
+9,708.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| YTD | +19.0% | +37.1% | -18.1% | +8.1% |
| 1Y | +25.7% | +52.3% | -26.6% | +10.7% |
| 3Y | -13.1% | +215.2% | -228.3% | -37.8% |
| 5Y | +26.7% | +276.5% | -249.8% | -13.7% |
| 10Y | +721.5% | +508.4% | +213.1% | +382.8% |
| All | +33,922.3% | +24,214.3% | +9,708.0% | +11,322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling