+7,145.6%
ODFL vs EXR
+2,662.2%
+4,483.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -6.3% | -2.6% | -3.7% | -5.1% |
| 30D | -13.6% | -7.2% | -6.4% | -10.5% |
| 3M | -24.2% | -3.5% | -20.7% | -22.9% |
| 6M | -13.8% | -5.3% | -8.5% | -11.6% |
| YTD | +19.0% | +9.4% | +9.7% | +14.1% |
| 1Y | +25.7% | +1.3% | +24.4% | +24.6% |
| 3Y | -13.1% | +22.4% | -35.5% | -23.6% |
| 5Y | +26.7% | -12.2% | +38.9% | +28.2% |
| 10Y | +721.5% | +148.6% | +572.9% | +367.0% |
| All | +7,145.6% | +2,662.2% | +4,483.4% | +961.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling