+50.7%
ODFL vs PL
+84.9%
-34.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -6.3% | -9.3% | +3.0% | -5.4% |
| 30D | -13.6% | -18.9% | +5.3% | -11.9% |
| 3M | -24.2% | -58.4% | +34.2% | -18.5% |
| 6M | -13.8% | -30.3% | +16.5% | -13.0% |
| YTD | +19.0% | -8.1% | +27.2% | +15.9% |
| 1Y | +25.7% | +180.5% | -154.8% | +5.6% |
| 3Y | -13.1% | +444.1% | -457.3% | -37.6% |
| 5Y | +26.7% | +83.0% | -56.4% | -5.3% |
| All | +50.7% | +84.9% | -34.2% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling