+25.7%
ODFL vs OTIS
-14.9%
+40.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -6.3% | -0.7% | -5.5% | -5.9% |
| 30D | -13.6% | -2.0% | -11.6% | -12.7% |
| 3M | -24.2% | +2.6% | -26.7% | -25.4% |
| 6M | -13.8% | -20.9% | +7.1% | +0.6% |
| YTD | +19.0% | -17.1% | +36.1% | +33.8% |
| 1Y | +25.7% | -15.9% | +41.6% | +39.6% |
| All | +25.7% | -14.9% | +40.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling