+719.8%
ODFL vs CHD
+126.1%
+593.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.3% | -4.5% | +1.2% | -1.9% |
| 30D | -15.3% | -6.7% | -8.6% | -13.5% |
| 3M | -27.3% | -2.7% | -24.6% | -26.9% |
| 6M | -4.5% | -4.9% | +0.4% | -3.4% |
| YTD | +15.1% | +13.3% | +1.8% | +10.4% |
| 1Y | +21.1% | +1.0% | +20.1% | +20.0% |
| 3Y | -14.1% | +1.3% | -15.4% | -15.9% |
| 5Y | +26.6% | +20.8% | +5.8% | +16.2% |
| All | +719.8% | +126.1% | +593.7% | +593.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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