+4,382.3%
ODFL vs GNRC
+2,020.8%
+2,361.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | 0.0% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | -13.7% | -15.8% | +2.2% | -9.3% |
| 3M | -23.4% | -24.0% | +0.7% | -18.0% |
| 6M | -7.2% | -13.8% | +6.6% | -5.6% |
| YTD | +15.6% | +33.2% | -17.6% | +2.4% |
| 1Y | +24.2% | -1.8% | +26.0% | +19.2% |
| 3Y | -12.8% | +57.7% | -70.5% | -30.5% |
| 5Y | +27.1% | -59.7% | +86.9% | +41.5% |
| 10Y | +739.9% | +430.7% | +309.2% | +293.2% |
| All | +4,382.3% | +2,020.8% | +2,361.5% | +1,078.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling