+735.3%
ODFL vs ILMN
+28.5%
+706.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.4% |
| 7D | +0.2% | +1.9% | -1.7% | -0.4% |
| 30D | -13.4% | +12.3% | -25.7% | -16.1% |
| 3M | -24.2% | +33.5% | -57.7% | -29.9% |
| 6M | -3.3% | +69.4% | -72.7% | -16.3% |
| YTD | +19.8% | +60.9% | -41.1% | +4.4% |
| 1Y | +24.5% | +115.0% | -90.4% | -0.5% |
| 3Y | -9.6% | +37.0% | -46.6% | -21.8% |
| 5Y | +28.0% | -53.1% | +81.2% | +40.0% |
| 10Y | +735.3% | +27.6% | +707.7% | +590.1% |
| All | +735.3% | +28.5% | +706.8% | +590.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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