-12.4%
ODFL vs M
+28.8%
-41.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -5.0% | -3.3% | -1.6% | -4.4% |
| 30D | -6.3% | +8.1% | -14.4% | -7.9% |
| 3M | -18.5% | +2.2% | -20.7% | -19.0% |
| 6M | -12.4% | +35.1% | -47.5% | -16.0% |
| All | -12.4% | +28.8% | -41.2% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling