-13.7%
ODFL vs JBL
+181.3%
-195.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.6% |
| 30D | -13.7% | -15.1% | +1.4% | -10.7% |
| 3M | -23.4% | -14.0% | -9.3% | -21.3% |
| 6M | -7.2% | +20.6% | -27.8% | -12.2% |
| YTD | +15.6% | +32.9% | -17.3% | +6.6% |
| 1Y | +24.2% | +40.5% | -16.4% | +12.1% |
| All | -13.7% | +181.3% | -195.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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