+95.5%
ODFL vs JAAA
+29.3%
+66.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | 0.0% |
| 30D | -13.4% | +0.5% | -13.9% | -14.2% |
| 3M | -24.2% | +1.2% | -25.4% | -25.9% |
| 6M | -3.3% | +2.8% | -6.2% | -8.4% |
| YTD | +19.8% | +3.2% | +16.6% | +12.8% |
| 1Y | +24.5% | +4.8% | +19.7% | +13.8% |
| 3Y | -9.6% | +19.0% | -28.6% | -26.9% |
| 5Y | +28.0% | +26.8% | +1.2% | -4.8% |
| All | +95.5% | +29.3% | +66.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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