+34,131.0%
ODFL vs OMC
+4,378.4%
+29,752.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +0.2% | -5.8% | +5.9% | +2.2% |
| 30D | -13.4% | -4.8% | -8.6% | -12.0% |
| 3M | -24.2% | +9.2% | -33.4% | -27.0% |
| 6M | -3.3% | -2.5% | -0.8% | -3.2% |
| YTD | +19.8% | +2.6% | +17.2% | +16.6% |
| 1Y | +24.5% | +5.9% | +18.6% | +19.3% |
| 3Y | -9.6% | +14.2% | -23.8% | -16.2% |
| 5Y | +28.0% | +33.2% | -5.2% | +11.3% |
| 10Y | +735.3% | +33.4% | +701.8% | +593.6% |
| All | +34,131.0% | +4,378.4% | +29,752.6% | +14,923.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling