-1.4%
ODFL vs PL
+33.5%
-35.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +1.0% |
| 7D | +0.6% | +22.3% | -21.6% | -1.3% |
| 30D | -6.3% | -8.3% | +2.0% | -5.8% |
| 3M | -19.1% | -43.3% | +24.2% | -15.2% |
| 6M | -9.9% | -65.8% | +55.9% | -2.1% |
| YTD | +9.9% | -29.5% | +39.5% | +9.1% |
| 1Y | +24.4% | +11.7% | +12.7% | +16.7% |
| 3Y | -11.0% | +540.6% | -551.6% | -38.3% |
| 5Y | -1.4% | +32.9% | -34.3% | -24.4% |
| All | -1.4% | +33.5% | -35.0% | -24.4% |
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