+25.7%
ODFL vs CBOE
+29.2%
-3.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.3% | -3.6% | -2.7% | -6.5% |
| 30D | -13.6% | +5.1% | -18.7% | -13.2% |
| 3M | -24.2% | +4.6% | -28.8% | -23.8% |
| 6M | -13.8% | -0.3% | -13.5% | -13.9% |
| YTD | +19.0% | +19.8% | -0.7% | +21.1% |
| 1Y | +25.7% | +28.4% | -2.7% | +27.8% |
| All | +25.7% | +29.2% | -3.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling