+24,817.8%
ODFL vs M
+396.5%
+24,421.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | -6.3% | +4.7% | -11.0% | -7.3% |
| 30D | -13.6% | -9.6% | -4.0% | -11.6% |
| 3M | -24.2% | +0.9% | -25.0% | -24.6% |
| 6M | -13.8% | +22.3% | -36.1% | -18.1% |
| YTD | +19.0% | +6.5% | +12.5% | +16.5% |
| 1Y | +25.7% | +38.8% | -13.1% | +15.4% |
| 3Y | -13.1% | +115.9% | -129.0% | -31.1% |
| 5Y | +26.7% | +28.6% | -2.0% | +6.5% |
| 10Y | +721.5% | -2.5% | +724.0% | +514.7% |
| All | +24,817.8% | +396.5% | +24,421.3% | +13,373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling