-13.7%
ODFL vs CBOE
+93.5%
-107.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -3.4% |
| 30D | -13.7% | +2.0% | -15.6% | -13.3% |
| 3M | -23.4% | -4.2% | -19.1% | -24.0% |
| 6M | -7.2% | +1.2% | -8.3% | -6.5% |
| YTD | +15.6% | +15.4% | +0.3% | +19.9% |
| 1Y | +24.2% | +23.5% | +0.7% | +31.0% |
| All | -13.7% | +93.5% | -107.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling