+719.8%
ODFL vs CBOE
+368.5%
+351.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | -3.3% | -5.8% | +2.5% | -2.3% |
| 30D | -15.3% | -3.1% | -12.1% | -15.0% |
| 3M | -27.3% | -4.8% | -22.6% | -27.0% |
| 6M | -4.5% | -0.6% | -3.9% | -5.8% |
| YTD | +15.1% | +12.8% | +2.4% | +10.5% |
| 1Y | +21.1% | +19.8% | +1.3% | +14.6% |
| 3Y | -14.1% | +86.9% | -101.0% | -29.5% |
| 5Y | +26.6% | +136.5% | -109.9% | -4.0% |
| All | +719.8% | +368.5% | +351.3% | +432.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling