+25.7%
ODFL vs IP
-18.9%
+44.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | -6.3% | -5.3% | -1.0% | -4.6% |
| 30D | -13.6% | -10.9% | -2.7% | -10.4% |
| 3M | -24.2% | +11.2% | -35.3% | -27.8% |
| 6M | -13.8% | -10.2% | -3.6% | -10.5% |
| YTD | +19.0% | -2.0% | +21.0% | +19.5% |
| 1Y | +25.7% | -19.1% | +44.8% | +24.4% |
| All | +25.7% | -18.9% | +44.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling