+31,119.9%
ODFL vs IP
+200.3%
+30,919.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -1.0% | -3.6% |
| 7D | -1.0% | -5.0% | +3.9% | +0.6% |
| 30D | -4.2% | +6.5% | -10.7% | -6.3% |
| 3M | -20.7% | -18.0% | -2.7% | -15.8% |
| 6M | -12.8% | +10.3% | -23.1% | -16.6% |
| YTD | +9.2% | -9.9% | +19.1% | +10.9% |
| 1Y | +21.9% | -1.1% | +23.0% | +20.2% |
| 3Y | -11.5% | +13.0% | -24.5% | -19.2% |
| 5Y | +0.3% | -12.3% | +12.6% | -1.2% |
| 10Y | +631.8% | +26.8% | +605.0% | +513.6% |
| All | +31,119.9% | +200.3% | +30,919.7% | +18,299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling