+21.7%
ODFL vs IRE
-98.1%
+119.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.1% | +1.7% |
| 7D | +5.8% | -31.8% | +37.7% | +6.0% |
| 30D | -5.3% | -71.8% | +66.4% | -4.9% |
| 3M | -19.0% | -88.9% | +69.9% | -18.2% |
| 6M | -7.5% | -95.4% | +87.9% | -5.6% |
| YTD | +11.8% | -94.2% | +106.0% | +11.9% |
| 1Y | +29.7% | -97.1% | +126.8% | +29.7% |
| All | +21.7% | -98.1% | +119.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling