+27.7%
ODFL vs PL
-0.6%
+28.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.3% | +1.2% |
| 7D | +3.5% | -11.7% | +15.2% | +4.0% |
| 30D | 0.0% | -27.1% | +27.1% | +1.1% |
| 3M | -18.1% | -44.6% | +26.5% | -16.3% |
| 6M | -6.4% | -67.2% | +60.8% | -3.1% |
| YTD | +14.9% | -35.9% | +50.7% | +16.5% |
| 1Y | +27.7% | -0.4% | +28.1% | +26.5% |
| All | +27.7% | -0.6% | +28.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling