+256.8%
ODFL vs OTIS
+93.9%
+162.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.5% |
| 7D | +0.2% | -0.8% | +0.9% | +0.5% |
| 30D | -13.4% | -4.7% | -8.7% | -11.3% |
| 3M | -24.2% | +1.2% | -25.4% | -24.8% |
| 6M | -3.3% | -20.5% | +17.2% | +8.7% |
| YTD | +19.8% | -18.4% | +38.2% | +32.9% |
| 1Y | +24.5% | -18.1% | +42.6% | +37.7% |
| 3Y | -9.6% | -10.6% | +0.9% | -5.5% |
| 5Y | +28.0% | -16.1% | +44.1% | +33.6% |
| All | +256.8% | +93.9% | +162.9% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling