+21.1%
ODFL vs OTIS
-19.7%
+40.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.4% |
| 7D | -3.3% | -3.0% | -0.3% | -1.7% |
| 30D | -15.3% | -6.0% | -9.3% | -12.4% |
| 3M | -27.3% | -0.9% | -26.4% | -27.2% |
| 6M | -4.5% | -17.3% | +12.8% | +7.5% |
| YTD | +15.1% | -19.6% | +34.7% | +31.5% |
| 1Y | +21.1% | -21.0% | +42.1% | +39.2% |
| All | +21.1% | -19.7% | +40.8% | +39.2% |
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