+719.8%
ODFL vs GNRC
+448.8%
+271.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -15.3% | -15.7% | +0.5% | -11.0% |
| 3M | -27.3% | -27.3% | 0.0% | -21.1% |
| 6M | -4.5% | -12.1% | +7.6% | -3.5% |
| YTD | +15.1% | +37.1% | -22.0% | +0.4% |
| 1Y | +21.1% | -0.5% | +21.6% | +15.5% |
| 3Y | -14.1% | +61.5% | -75.6% | -33.1% |
| 5Y | +26.6% | -58.6% | +85.2% | +42.0% |
| All | +719.8% | +448.8% | +271.0% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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