+719.8%
ODFL vs OMC
+34.2%
+685.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -3.3% | -4.4% | +1.1% | -1.5% |
| 30D | -15.3% | -7.6% | -7.7% | -12.6% |
| 3M | -27.3% | +4.5% | -31.8% | -29.2% |
| 6M | -4.5% | -0.3% | -4.2% | -5.3% |
| YTD | +15.1% | -0.1% | +15.3% | +12.9% |
| 1Y | +21.1% | +4.6% | +16.5% | +15.8% |
| 3Y | -14.1% | +10.5% | -24.6% | -20.4% |
| 5Y | +26.6% | +31.7% | -5.1% | +8.1% |
| All | +719.8% | +34.2% | +685.6% | +581.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling