+207.4%
ODFL vs ONTO
+658.6%
-451.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -1.4% |
| 7D | -6.3% | -1.0% | -5.3% | -6.1% |
| 30D | -13.6% | -2.9% | -10.7% | -13.6% |
| 3M | -24.2% | -2.5% | -21.7% | -26.4% |
| 6M | -13.8% | +28.2% | -42.0% | -23.2% |
| YTD | +19.0% | +69.8% | -50.7% | -2.6% |
| 1Y | +25.7% | +162.9% | -137.2% | -10.0% |
| 3Y | -13.1% | +95.9% | -109.1% | -40.1% |
| 5Y | +26.7% | +244.5% | -217.8% | -31.8% |
| All | +207.4% | +658.6% | -451.2% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling