-0.4%
ODFL vs EXR
-1.8%
+1.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.8% | -0.4% | +6.3% | +6.1% |
| 30D | -5.3% | +18.2% | -23.5% | -12.5% |
| 3M | -19.0% | +7.3% | -26.3% | -21.7% |
| 6M | -7.5% | +13.8% | -21.3% | -13.1% |
| YTD | +11.8% | +25.9% | -14.1% | +0.5% |
| 1Y | +29.7% | +25.8% | +3.9% | +16.6% |
| 3Y | -9.1% | +53.7% | -62.9% | -28.7% |
| All | -0.4% | -1.8% | +1.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling