+28.0%
ODFL vs COO
-39.5%
+67.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.9% |
| 7D | +0.2% | -2.3% | +2.5% | +1.2% |
| 30D | -13.4% | -8.8% | -4.6% | -9.7% |
| 3M | -24.2% | +1.3% | -25.5% | -25.0% |
| 6M | -3.3% | -11.6% | +8.3% | +2.0% |
| YTD | +19.8% | -17.4% | +37.2% | +31.0% |
| 1Y | +24.5% | -1.6% | +26.1% | +24.9% |
| 3Y | -9.6% | -22.6% | +13.0% | -3.0% |
| 5Y | +28.0% | -40.3% | +68.4% | +50.5% |
| All | +28.0% | -39.5% | +67.5% | +50.5% |
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