+42,530.5%
ODFL vs EXEL
+273.2%
+42,257.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -6.3% | +8.4% | -14.7% | -7.3% |
| 30D | -13.6% | +4.1% | -17.7% | -14.2% |
| 3M | -24.2% | +12.4% | -36.6% | -25.5% |
| 6M | -13.8% | +41.5% | -55.3% | -17.9% |
| YTD | +19.0% | +34.6% | -15.6% | +14.0% |
| 1Y | +25.7% | +57.9% | -32.2% | +17.4% |
| 3Y | -13.1% | +159.5% | -172.6% | -25.1% |
| 5Y | +26.7% | +198.5% | -171.8% | +6.2% |
| 10Y | +721.5% | +411.4% | +310.1% | +502.3% |
| All | +42,530.5% | +273.2% | +42,257.3% | +23,990.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling