-3.7%
ODFL vs P
+247.4%
-251.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.8% |
| 7D | -4.4% | -23.8% | +19.4% | -1.0% |
| 30D | -6.1% | -36.6% | +30.5% | -0.4% |
| 3M | -21.9% | +10.9% | -32.7% | -24.5% |
| 6M | -17.6% | +30.0% | -47.6% | -23.4% |
| YTD | +5.6% | +44.4% | -38.8% | -4.6% |
| 1Y | +20.5% | +3.9% | +16.6% | +13.7% |
| 3Y | -14.8% | +176.6% | -191.4% | -42.6% |
| All | -3.7% | +247.4% | -251.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling