+746.5%
ODFL vs M
-7.1%
+753.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.9% |
| 7D | -3.0% | -4.1% | +1.0% | -2.3% |
| 30D | -14.3% | -13.6% | -0.6% | -12.0% |
| 3M | -26.7% | -2.3% | -24.4% | -26.7% |
| 6M | -7.5% | +21.9% | -29.4% | -11.1% |
| YTD | +16.5% | -0.6% | +17.1% | +16.0% |
| 1Y | +23.5% | +29.7% | -6.2% | +17.1% |
| 3Y | -12.1% | +107.3% | -119.4% | -25.6% |
| 5Y | +28.9% | +20.5% | +8.4% | +15.4% |
| 10Y | +746.5% | -6.1% | +752.6% | +630.9% |
| All | +746.5% | -7.1% | +753.6% | +630.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling