+719.8%
ODFL vs COPX
+583.8%
+136.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.3% | -2.3% | -0.9% | -2.6% |
| 30D | -15.3% | +0.3% | -15.5% | -15.6% |
| 3M | -27.3% | +6.8% | -34.1% | -29.6% |
| 6M | -4.5% | +7.9% | -12.4% | -9.1% |
| YTD | +15.1% | +23.7% | -8.6% | +3.0% |
| 1Y | +21.1% | +71.5% | -50.4% | -4.4% |
| 3Y | -14.1% | +149.1% | -163.2% | -43.3% |
| 5Y | +26.6% | +167.3% | -140.7% | -21.2% |
| All | +719.8% | +583.8% | +136.0% | +225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling