+3,435.2%
ODFL vs COPX
+200.8%
+3,234.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | -3.0% | +6.0% | -9.0% | -5.0% |
| 30D | -14.3% | +6.4% | -20.7% | -16.3% |
| 3M | -26.7% | +19.3% | -46.0% | -31.8% |
| 6M | -7.5% | +16.2% | -23.7% | -14.4% |
| YTD | +16.5% | +33.2% | -16.6% | +1.4% |
| 1Y | +23.5% | +90.2% | -66.7% | -6.4% |
| 3Y | -12.1% | +175.7% | -187.7% | -44.2% |
| 5Y | +28.9% | +193.1% | -164.2% | -22.5% |
| 10Y | +746.5% | +619.4% | +127.1% | +228.7% |
| All | +3,435.2% | +200.8% | +3,234.4% | +1,650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling