+719.8%
ODFL vs IT
+103.1%
+616.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -2.2% |
| 7D | -3.3% | -3.7% | +0.4% | -2.3% |
| 30D | -15.3% | +0.1% | -15.4% | -15.7% |
| 3M | -27.3% | +20.7% | -48.0% | -33.3% |
| 6M | -4.5% | +12.0% | -16.5% | -11.1% |
| YTD | +15.1% | -28.8% | +44.0% | +24.9% |
| 1Y | +21.1% | -25.5% | +46.6% | +28.0% |
| 3Y | -14.1% | -48.8% | +34.6% | +2.9% |
| 5Y | +26.6% | -42.7% | +69.3% | +42.6% |
| All | +719.8% | +103.1% | +616.7% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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