+27.1%
ODFL vs OTIS
-19.0%
+46.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.3% | +0.7% |
| 7D | -2.8% | -5.0% | +2.2% | +0.8% |
| 30D | -13.7% | -6.5% | -7.2% | -9.6% |
| 3M | -23.4% | -2.0% | -21.4% | -22.6% |
| 6M | -7.2% | -20.2% | +13.0% | +8.5% |
| YTD | +15.6% | -21.0% | +36.6% | +36.0% |
| 1Y | +24.2% | -20.9% | +45.0% | +45.5% |
| 3Y | -12.8% | -13.3% | +0.6% | -9.3% |
| 5Y | +27.1% | -18.5% | +45.7% | +26.3% |
| All | +27.1% | -19.0% | +46.1% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling