+15.0%
ODFL vs IRE
-97.2%
+112.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +39.6% | -42.9% | -3.5% |
| 7D | -4.4% | -27.2% | +22.7% | -4.3% |
| 30D | -6.1% | -75.1% | +69.0% | -5.5% |
| 3M | -21.9% | -77.9% | +56.0% | -21.4% |
| 6M | -17.6% | -94.6% | +77.0% | -15.9% |
| YTD | +5.6% | -91.5% | +97.2% | +5.6% |
| 1Y | +20.5% | -97.8% | +118.4% | +21.0% |
| All | +15.0% | -97.2% | +112.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling