+41.7%
ODFL vs COMP
-53.0%
+94.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -0.6% |
| 7D | -5.4% | +7.2% | -12.6% | -6.6% |
| 30D | -7.7% | +6.4% | -14.1% | -8.8% |
| 3M | -20.8% | -19.4% | -1.4% | -18.8% |
| 6M | -15.0% | +14.6% | -29.6% | -18.0% |
| YTD | +7.6% | -5.5% | +13.1% | +5.5% |
| 1Y | +22.7% | +13.7% | +9.1% | +16.9% |
| 3Y | -12.9% | +409.7% | -422.6% | -36.4% |
| 5Y | -0.1% | -17.0% | +17.0% | -19.4% |
| All | +41.7% | -53.0% | +94.7% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling