+25.7%
ODFL vs COMP
+22.2%
+3.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -6.3% | +1.4% | -7.6% | -6.5% |
| 30D | -13.6% | -13.3% | -0.3% | -12.1% |
| 3M | -24.2% | +41.1% | -65.3% | -28.9% |
| 6M | -13.8% | +17.2% | -31.0% | -17.5% |
| YTD | +19.0% | +5.2% | +13.8% | +14.4% |
| 1Y | +25.7% | +18.9% | +6.8% | +15.7% |
| All | +25.7% | +22.2% | +3.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling