-14.1%
ODFL vs OTIS
-12.3%
-1.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.4% |
| 7D | -3.3% | -3.0% | -0.3% | -1.6% |
| 30D | -15.3% | -6.0% | -9.3% | -12.3% |
| 3M | -27.3% | -0.9% | -26.4% | -27.2% |
| 6M | -4.5% | -17.3% | +12.8% | +6.5% |
| YTD | +15.1% | -19.6% | +34.7% | +30.6% |
| 1Y | +21.1% | -21.0% | +42.1% | +38.5% |
| 3Y | -14.1% | -12.1% | -2.0% | -15.2% |
| All | -14.1% | -12.3% | -1.8% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling