+723.3%
ODFL vs EXEL
+386.3%
+337.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.4% |
| 30D | -13.7% | +11.9% | -25.5% | -15.3% |
| 3M | -23.4% | +9.2% | -32.6% | -24.6% |
| 6M | -7.2% | +39.1% | -46.2% | -12.2% |
| YTD | +15.6% | +31.0% | -15.4% | +10.2% |
| 1Y | +24.2% | +52.3% | -28.2% | +15.1% |
| 3Y | -12.8% | +159.7% | -172.5% | -27.0% |
| 5Y | +27.1% | +187.7% | -160.6% | +3.2% |
| All | +723.3% | +386.3% | +337.0% | +523.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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