+33,922.3%
ODFL vs GAP
+549.6%
+33,372.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -6.3% | -4.5% | -1.8% | -5.4% |
| 30D | -13.6% | +9.0% | -22.6% | -15.5% |
| 3M | -24.2% | +5.0% | -29.2% | -25.4% |
| 6M | -13.8% | -17.8% | +4.0% | -11.2% |
| YTD | +19.0% | -10.4% | +29.4% | +20.5% |
| 1Y | +25.7% | -3.4% | +29.1% | +24.7% |
| 3Y | -13.1% | +111.5% | -124.6% | -31.0% |
| 5Y | +26.7% | +8.8% | +17.8% | +10.0% |
| 10Y | +721.5% | +32.9% | +688.6% | +499.2% |
| All | +33,922.3% | +549.6% | +33,372.7% | +19,468.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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