-3.7%
ODFL vs PL
+20.8%
-24.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.4% | -13.7% | -4.3% |
| 7D | -4.4% | -6.8% | +2.4% | -3.9% |
| 30D | -6.1% | -29.3% | +23.2% | -3.3% |
| 3M | -21.9% | -44.8% | +22.9% | -17.9% |
| 6M | -17.6% | -68.4% | +50.8% | -9.8% |
| YTD | +5.6% | -36.4% | +42.0% | +5.9% |
| 1Y | +20.5% | +0.7% | +19.8% | +14.1% |
| 3Y | -14.8% | +455.3% | -470.1% | -40.1% |
| All | -3.7% | +20.8% | -24.5% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling