+8,176.7%
ODFL vs ITOT
+887.7%
+7,289.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -1.4% |
| 7D | -3.3% | -0.9% | -2.4% | -2.2% |
| 30D | -15.3% | -1.5% | -13.8% | -13.8% |
| 3M | -27.3% | +3.6% | -30.9% | -30.4% |
| 6M | -4.5% | +13.7% | -18.2% | -17.9% |
| YTD | +15.1% | +12.9% | +2.2% | 0.0% |
| 1Y | +21.1% | +17.2% | +3.9% | +0.6% |
| 3Y | -14.1% | +75.6% | -89.7% | -55.3% |
| 5Y | +26.6% | +75.5% | -48.9% | -33.2% |
| 10Y | +736.4% | +302.0% | +434.4% | +60.8% |
| All | +8,176.7% | +887.7% | +7,289.0% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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