-1.4%
ODFL vs COMP
-12.0%
+10.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +0.6% | +8.9% | -8.2% | -0.8% |
| 30D | -6.3% | +14.0% | -20.2% | -8.4% |
| 3M | -19.1% | -21.1% | +2.0% | -16.7% |
| 6M | -9.9% | +20.1% | -30.0% | -13.8% |
| YTD | +9.9% | -5.0% | +15.0% | +7.6% |
| 1Y | +24.4% | +5.7% | +18.7% | +19.6% |
| 3Y | -11.0% | +412.2% | -423.3% | -36.2% |
| 5Y | -1.4% | -12.1% | +10.7% | -19.4% |
| All | -1.4% | -12.0% | +10.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling