+27.3%
ODFL vs CHD
+20.9%
+6.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.3% | -4.5% | +1.2% | -1.8% |
| 30D | -15.3% | -6.7% | -8.6% | -13.4% |
| 3M | -27.3% | -2.7% | -24.6% | -26.8% |
| 6M | -4.5% | -4.9% | +0.4% | -3.3% |
| YTD | +15.1% | +13.3% | +1.8% | +9.8% |
| 1Y | +21.1% | +1.0% | +20.1% | +19.8% |
| 3Y | -14.1% | +1.3% | -15.4% | -16.2% |
| All | +27.3% | +20.9% | +6.4% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling