+26.3%
ODFL vs M
+27.3%
-1.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.6% |
| 7D | -6.3% | +4.7% | -11.0% | -7.3% |
| 30D | -13.6% | -9.6% | -4.0% | -11.5% |
| 3M | -24.2% | +0.9% | -25.0% | -24.7% |
| 6M | -13.8% | +22.3% | -36.1% | -18.4% |
| YTD | +19.0% | +6.5% | +12.5% | +16.2% |
| 1Y | +25.7% | +38.8% | -13.1% | +14.9% |
| 3Y | -13.1% | +115.9% | -129.0% | -32.5% |
| All | +26.3% | +27.3% | -1.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling