+29.7%
ODFL vs IP
-5.8%
+35.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.2% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | -5.3% | +7.9% | -13.3% | -8.2% |
| 3M | -19.0% | -15.3% | -3.7% | -14.1% |
| 6M | -7.5% | +10.5% | -18.0% | -13.5% |
| YTD | +11.8% | -9.4% | +21.2% | +14.2% |
| 1Y | +29.7% | -4.6% | +34.3% | +26.7% |
| All | +29.7% | -5.8% | +35.5% | +26.7% |
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