+827.9%
ODFL vs P
+485.4%
+342.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -6.3% | +6.5% | -12.8% | -7.4% |
| 30D | -13.6% | +18.8% | -32.4% | -16.7% |
| 3M | -24.2% | +26.7% | -50.9% | -28.3% |
| 6M | -13.8% | +62.2% | -76.0% | -23.0% |
| YTD | +19.0% | +48.5% | -29.5% | +7.1% |
| 1Y | +25.7% | +26.4% | -0.7% | +14.2% |
| 3Y | -13.1% | +159.4% | -172.5% | -36.7% |
| 5Y | +26.7% | +275.8% | -249.1% | -17.0% |
| 10Y | +721.5% | +732.0% | -10.5% | +344.8% |
| All | +827.9% | +485.4% | +342.5% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling