-0.1%
ODFL vs COO
-41.3%
+41.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -5.4% | +4.5% | -9.9% | -7.3% |
| 30D | -7.7% | +16.9% | -24.6% | -14.1% |
| 3M | -20.8% | -16.7% | -4.1% | -14.5% |
| 6M | -15.0% | +5.9% | -21.0% | -18.9% |
| YTD | +7.6% | -22.4% | +30.0% | +20.1% |
| 1Y | +22.7% | -10.1% | +32.8% | +27.6% |
| 3Y | -12.9% | -22.8% | +9.9% | -8.0% |
| 5Y | -0.1% | -41.4% | +41.3% | +13.6% |
| All | -0.1% | -41.3% | +41.2% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling