-13.1%
ODFL vs COO
-27.8%
+14.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.2% | +3.5% | -0.2% |
| 7D | -3.0% | -9.0% | +6.0% | +0.6% |
| 30D | -14.3% | -16.8% | +2.6% | -7.9% |
| 3M | -26.7% | -7.5% | -19.2% | -24.7% |
| 6M | -7.5% | -16.3% | +8.8% | -1.2% |
| YTD | +16.5% | -22.5% | +39.1% | +28.6% |
| 1Y | +23.5% | -7.0% | +30.5% | +27.4% |
| All | -13.1% | -27.8% | +14.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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