+550.8%
ODFL vs EXR
+217.4%
+333.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -5.0% | -1.1% | -3.8% | -4.5% |
| 30D | -6.3% | +18.8% | -25.0% | -12.2% |
| 3M | -18.5% | +9.9% | -28.4% | -21.4% |
| 6M | -12.4% | +12.6% | -25.0% | -16.4% |
| YTD | +9.2% | +26.5% | -17.3% | 0.0% |
| 1Y | +23.0% | +24.5% | -1.5% | +13.3% |
| 3Y | -11.6% | +52.4% | -64.0% | -25.8% |
| 5Y | +0.1% | -1.5% | +1.7% | -2.9% |
| 10Y | +550.8% | +216.0% | +334.9% | +401.2% |
| All | +550.8% | +217.4% | +333.4% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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