+550.4%
ODFL vs P
+691.2%
-140.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -5.4% | -13.3% | +7.9% | -3.2% |
| 30D | -7.7% | -34.0% | +26.3% | -1.3% |
| 3M | -20.8% | +4.1% | -24.9% | -22.9% |
| 6M | -15.0% | +30.5% | -45.5% | -22.2% |
| YTD | +7.6% | +52.2% | -44.6% | -5.5% |
| 1Y | +22.7% | +10.3% | +12.4% | +13.1% |
| 3Y | -12.9% | +180.9% | -193.8% | -40.1% |
| 5Y | -0.1% | +259.7% | -259.8% | -37.2% |
| 10Y | +550.4% | +652.6% | -102.2% | +231.8% |
| All | +550.4% | +691.2% | -140.7% | +231.8% |
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