+33,922.3%
ODFL vs IP
+226.6%
+33,695.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.3% |
| 6M | -13.8% | -10.2% | -3.6% | -11.9% |
| YTD | +19.0% | -2.0% | +21.0% | +18.1% |
| 1Y | +25.7% | -19.1% | +44.8% | +31.9% |
| 3Y | -13.1% | +20.9% | -34.0% | -22.2% |
| 5Y | +26.7% | -17.8% | +44.5% | +27.5% |
| 10Y | +721.5% | +23.5% | +698.0% | +595.0% |
| All | +33,922.3% | +226.6% | +33,695.7% | +19,479.1% |
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