+22,424.8%
ODFL vs M
+444.9%
+21,979.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -5.4% | +5.0% | -10.5% | -6.5% |
| 30D | -7.7% | +10.6% | -18.3% | -9.9% |
| 3M | -20.8% | +1.6% | -22.4% | -21.4% |
| 6M | -15.0% | +30.8% | -45.9% | -20.8% |
| YTD | +7.6% | +16.9% | -9.3% | +2.8% |
| 1Y | +22.7% | +26.3% | -3.5% | +15.1% |
| 3Y | -12.9% | +158.6% | -171.5% | -33.7% |
| 5Y | -0.1% | +2.1% | -2.1% | -11.1% |
| 10Y | +550.4% | -4.3% | +554.7% | +390.0% |
| All | +22,424.8% | +444.9% | +21,979.9% | +11,790.3% |
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 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