-13.1%
ODFL vs IT
-52.2%
+39.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.4% |
| 7D | -3.0% | -9.1% | +6.1% | -1.2% |
| 30D | -14.3% | -12.2% | -2.1% | -12.2% |
| 3M | -26.7% | +7.8% | -34.5% | -28.7% |
| 6M | -7.5% | +2.0% | -9.5% | -9.4% |
| YTD | +16.5% | -32.7% | +49.3% | +26.7% |
| 1Y | +23.5% | -31.1% | +54.6% | +32.4% |
| All | -13.1% | -52.2% | +39.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling