+723.3%
ODFL vs P
+469.1%
+254.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.9% |
| 7D | -4.4% | -23.8% | +19.4% | -0.2% |
| 30D | -6.1% | -36.6% | +30.5% | +0.8% |
| 3M | -21.9% | +10.9% | -32.7% | -24.8% |
| 6M | -17.6% | +30.0% | -47.6% | -24.2% |
| YTD | +5.6% | +44.4% | -38.8% | -5.8% |
| 1Y | +20.5% | +3.9% | +16.6% | +12.7% |
| 3Y | -14.8% | +176.6% | -191.4% | -39.7% |
| 5Y | -3.0% | +249.3% | -252.3% | -36.3% |
| 10Y | +607.6% | +726.9% | -119.3% | +279.2% |
| All | +723.3% | +469.1% | +254.2% | +343.0% |
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