+33,922.3%
ODFL vs COO
+5,754.5%
+28,167.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -6.3% | -2.2% | -4.1% | -6.1% |
| 30D | -13.6% | -7.0% | -6.6% | -13.0% |
| 3M | -24.2% | +12.2% | -36.4% | -25.1% |
| 6M | -13.8% | -15.1% | +1.3% | -12.4% |
| YTD | +19.0% | -15.1% | +34.1% | +20.9% |
| 1Y | +25.7% | +2.3% | +23.3% | +25.4% |
| 3Y | -13.1% | -23.7% | +10.6% | -11.2% |
| 5Y | +26.7% | -38.9% | +65.6% | +31.7% |
| 10Y | +721.5% | +49.9% | +671.6% | +696.1% |
| All | +33,922.3% | +5,754.5% | +28,167.8% | +27,029.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling