+22,720.7%
ODFL vs JBL
+42,879.2%
-20,158.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +0.2% | +4.4% | -4.3% | -0.5% |
| 30D | -13.4% | -8.4% | -5.0% | -12.4% |
| 3M | -24.2% | -14.2% | -10.0% | -22.8% |
| 6M | -3.3% | +29.6% | -32.9% | -7.6% |
| YTD | +19.8% | +37.1% | -17.3% | +13.3% |
| 1Y | +24.5% | +49.5% | -25.0% | +15.9% |
| 3Y | -9.6% | +192.7% | -202.3% | -24.8% |
| 5Y | +28.0% | +411.3% | -383.3% | -1.5% |
| 10Y | +735.3% | +1,447.6% | -712.4% | +450.3% |
| All | +22,720.7% | +42,879.2% | -20,158.5% | +13,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling