+735.3%
ODFL vs P
+712.4%
+22.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +0.2% | +7.8% | -7.7% | -1.3% |
| 30D | -13.4% | +12.3% | -25.7% | -15.8% |
| 3M | -24.2% | +37.1% | -61.3% | -29.6% |
| 6M | -3.3% | +66.1% | -69.4% | -14.7% |
| YTD | +19.8% | +50.9% | -31.2% | +6.8% |
| 1Y | +24.5% | +27.2% | -2.7% | +12.3% |
| 3Y | -9.6% | +158.7% | -168.3% | -35.8% |
| 5Y | +28.0% | +291.1% | -263.1% | -20.0% |
| 10Y | +735.3% | +715.0% | +20.3% | +322.9% |
| All | +735.3% | +712.4% | +22.9% | +322.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling