+3,356.2%
ODFL vs CBOE
+1,020.3%
+2,335.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -14.3% | +2.7% | -16.9% | -15.0% |
| 3M | -26.7% | +0.7% | -27.4% | -27.3% |
| 6M | -7.5% | -2.0% | -5.5% | -8.6% |
| YTD | +16.5% | +17.1% | -0.6% | +9.5% |
| 1Y | +23.5% | +26.5% | -3.0% | +13.4% |
| 3Y | -12.1% | +96.1% | -108.2% | -31.5% |
| 5Y | +28.9% | +149.3% | -120.4% | -8.0% |
| 10Y | +746.5% | +386.5% | +360.0% | +354.4% |
| All | +3,356.2% | +1,020.3% | +2,335.8% | +1,050.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling