-13.1%
ODFL vs CHD
+1.8%
-14.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | -3.0% | -4.2% | +1.1% | -2.0% |
| 30D | -14.3% | -7.6% | -6.7% | -12.6% |
| 3M | -26.7% | -1.6% | -25.1% | -26.6% |
| 6M | -7.5% | -6.3% | -1.2% | -6.2% |
| YTD | +16.5% | +14.6% | +1.9% | +12.5% |
| 1Y | +23.5% | +1.6% | +21.9% | +22.0% |
| All | -13.1% | +1.8% | -14.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling