+30.3%
ODFL vs IRE
-82.8%
+113.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.2% | -9.6% | +0.6% |
| 7D | +0.2% | +58.9% | -58.8% | -0.1% |
| 30D | -13.4% | +17.2% | -30.6% | -13.6% |
| 3M | -24.2% | -58.6% | +34.4% | -23.2% |
| 6M | -3.3% | -23.5% | +20.2% | -2.7% |
| YTD | +19.8% | -47.4% | +67.2% | +18.7% |
| All | +30.3% | -82.8% | +113.2% | +29.2% |
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