-14.1%
ODFL vs OSCR
+401.8%
-415.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -3.3% | +1.6% | -4.9% | -3.4% |
| 30D | -15.3% | +10.7% | -26.0% | -15.9% |
| 3M | -27.3% | +13.4% | -40.7% | -28.1% |
| 6M | -4.5% | +144.6% | -149.0% | -10.9% |
| YTD | +15.1% | +128.0% | -112.9% | +7.8% |
| 1Y | +21.1% | +68.7% | -47.6% | +15.0% |
| 3Y | -14.1% | +398.8% | -412.9% | -26.2% |
| All | -14.1% | +401.8% | -415.9% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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