+6,671.2%
ODFL vs MKTX
+1,443.5%
+5,227.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -13.7% | +0.8% | -14.5% | -13.9% |
| 3M | -23.4% | +41.1% | -64.5% | -31.5% |
| 6M | -7.2% | -9.5% | +2.4% | -6.6% |
| YTD | +15.6% | -8.7% | +24.3% | +15.7% |
| 1Y | +24.2% | -10.0% | +34.1% | +24.4% |
| 3Y | -12.8% | -24.6% | +11.9% | -12.0% |
| 5Y | +27.1% | -60.3% | +87.4% | +51.4% |
| 10Y | +739.9% | +5.0% | +734.9% | +599.7% |
| All | +6,671.2% | +1,443.5% | +5,227.7% | +1,824.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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