-10.7%
ODFL vs COMP
+215.9%
-226.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.9% |
| 3M | -24.2% | +41.1% | -65.3% | -28.6% |
| 6M | -13.8% | +17.2% | -31.0% | -17.4% |
| YTD | +19.0% | +5.2% | +13.8% | +15.2% |
| 1Y | +25.7% | +18.9% | +6.8% | +18.6% |
| All | -10.7% | +215.9% | -226.6% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling