+38.2%
ODFL vs PL
+46.3%
-8.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -5.0% | +13.4% | -18.3% | -6.2% |
| 30D | -6.3% | -10.2% | +3.9% | -5.6% |
| 3M | -18.5% | -39.5% | +21.0% | -15.0% |
| 6M | -12.4% | -65.7% | +53.4% | -4.8% |
| YTD | +9.2% | -27.3% | +36.5% | +8.1% |
| 1Y | +23.0% | +15.0% | +8.0% | +15.1% |
| 3Y | -11.6% | +560.8% | -572.4% | -39.0% |
| 5Y | +0.1% | +38.4% | -38.3% | -23.4% |
| All | +38.2% | +46.3% | -8.1% | +5.1% |
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