+535.4%
ODFL vs PR
+83.7%
+451.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | +0.6% | +6.7% | -6.1% | +0.2% |
| 30D | -6.3% | -6.1% | -0.1% | -6.0% |
| 3M | -19.1% | +6.9% | -26.0% | -19.6% |
| 6M | -9.9% | +14.6% | -24.5% | -11.0% |
| YTD | +9.9% | +66.1% | -56.2% | +5.5% |
| 1Y | +24.4% | +77.0% | -52.6% | +18.8% |
| 3Y | -11.0% | +93.8% | -104.9% | -15.9% |
| 5Y | -1.4% | +268.2% | -269.7% | -11.1% |
| All | +535.4% | +83.7% | +451.6% | +589.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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