+5.6%
ODFL vs IOT
+55.2%
-49.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.1% |
| 7D | -3.0% | +5.1% | -8.1% | -3.8% |
| 30D | -14.3% | -3.0% | -11.2% | -13.9% |
| 3M | -26.7% | +15.0% | -41.7% | -28.7% |
| 6M | -7.5% | +13.1% | -20.6% | -10.4% |
| YTD | +16.5% | +9.0% | +7.5% | +12.5% |
| 1Y | +23.5% | +0.1% | +23.4% | +20.7% |
| 3Y | -12.1% | +26.4% | -38.5% | -21.0% |
| All | +5.6% | +55.2% | -49.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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