+24,471.7%
ODFL vs IT
+6,105.9%
+18,365.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.0% |
| 7D | -6.3% | -6.0% | -0.2% | -5.1% |
| 30D | -13.6% | 0.0% | -13.6% | -13.8% |
| 3M | -24.2% | +13.1% | -37.2% | -26.9% |
| 6M | -13.8% | +11.7% | -25.5% | -17.2% |
| YTD | +19.0% | -26.1% | +45.1% | +23.5% |
| 1Y | +25.7% | -21.3% | +46.9% | +28.2% |
| 3Y | -13.1% | -46.7% | +33.6% | -4.8% |
| 5Y | +26.7% | -40.5% | +67.2% | +35.4% |
| 10Y | +721.5% | +103.9% | +617.6% | +582.9% |
| All | +24,471.7% | +6,105.9% | +18,365.9% | +13,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling