-9.1%
ODFL vs EXEL
+230.5%
-239.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +5.8% | -0.8% | +6.7% | +6.0% |
| 30D | -5.3% | +13.1% | -18.5% | -6.7% |
| 3M | -19.0% | +36.3% | -55.3% | -22.2% |
| 6M | -7.5% | +34.5% | -42.0% | -11.1% |
| YTD | +11.8% | +57.4% | -45.6% | +4.8% |
| 1Y | +29.7% | +62.9% | -33.3% | +21.1% |
| 3Y | -9.1% | +229.5% | -238.7% | -24.1% |
| All | -9.1% | +230.5% | -239.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling