+27.3%
ODFL vs JBL
+409.3%
-382.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.5% | -2.0% |
| 7D | -3.3% | +2.4% | -5.7% | -4.0% |
| 30D | -15.3% | -13.1% | -2.2% | -11.7% |
| 3M | -27.3% | -15.6% | -11.7% | -24.1% |
| 6M | -4.5% | +24.6% | -29.1% | -13.1% |
| YTD | +15.1% | +39.6% | -24.5% | +0.1% |
| 1Y | +21.1% | +48.6% | -27.5% | +1.8% |
| 3Y | -14.1% | +197.3% | -211.4% | -48.9% |
| All | +27.3% | +409.3% | -382.1% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling