-14.8%
ODFL vs M
+100.8%
-115.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.3% | -2.2% |
| 7D | -4.4% | -4.3% | -0.2% | -3.4% |
| 30D | -6.1% | +1.3% | -7.4% | -6.5% |
| 3M | -21.9% | -7.4% | -14.5% | -20.6% |
| 6M | -17.6% | +18.3% | -35.9% | -21.6% |
| YTD | +5.6% | +7.6% | -2.0% | +2.5% |
| 1Y | +20.5% | +17.4% | +3.1% | +14.4% |
| 3Y | -14.8% | +108.4% | -123.2% | -34.3% |
| All | -14.8% | +100.8% | -115.6% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling