-17.6%
ODFL vs P
+29.5%
-47.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.3% |
| 7D | -4.4% | -23.8% | +19.4% | -4.3% |
| 30D | -6.1% | -36.6% | +30.5% | -6.0% |
| 3M | -21.9% | +10.9% | -32.7% | -21.8% |
| 6M | -17.6% | +30.0% | -47.6% | -17.4% |
| All | -17.6% | +29.5% | -47.1% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling