+36.2%
ODFL vs PL
+45.6%
-9.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -5.4% | +5.6% | -11.1% | -6.1% |
| 30D | -7.7% | -16.9% | +9.3% | -6.4% |
| 3M | -20.8% | -38.2% | +17.4% | -17.7% |
| 6M | -15.0% | -63.4% | +48.4% | -8.3% |
| YTD | +7.6% | -27.6% | +35.2% | +6.6% |
| 1Y | +22.7% | +6.6% | +16.2% | +15.7% |
| 3Y | -12.9% | +557.6% | -570.5% | -39.8% |
| 5Y | -0.1% | +39.5% | -39.6% | -23.8% |
| All | +36.2% | +45.6% | -9.4% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling