-10.7%
ODFL vs ONTO
+115.5%
-126.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | -0.2% |
| 7D | +0.2% | +9.7% | -9.5% | -1.4% |
| 30D | -13.4% | -8.8% | -4.6% | -12.4% |
| 3M | -24.2% | +4.5% | -28.7% | -26.4% |
| 6M | -3.3% | +56.4% | -59.7% | -13.9% |
| YTD | +19.8% | +78.1% | -58.3% | +3.5% |
| 1Y | +24.5% | +171.3% | -146.7% | -1.4% |
| All | -10.7% | +115.5% | -126.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 3y: compounded portfolio wealth divided by compounded ONTO 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…
3y analysis · Full analysis span regression · 6 months rolling