+25.7%
ODFL vs M
+46.1%
-20.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | -6.3% | +4.7% | -11.0% | -7.7% |
| 30D | -13.6% | -9.6% | -4.0% | -10.8% |
| 3M | -24.2% | +0.9% | -25.0% | -24.9% |
| 6M | -13.8% | +22.3% | -36.1% | -20.7% |
| YTD | +19.0% | +6.5% | +12.5% | +13.7% |
| 1Y | +25.7% | +38.8% | -13.1% | +9.1% |
| All | +25.7% | +46.1% | -20.5% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling