+725.3%
ODFL vs PR
+107.1%
+618.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -6.3% | +2.9% | -9.2% | -6.5% |
| 30D | -13.6% | +18.0% | -31.6% | -14.6% |
| 3M | -24.2% | +16.9% | -41.0% | -25.1% |
| 6M | -13.8% | +28.2% | -42.0% | -15.6% |
| YTD | +19.0% | +69.3% | -50.3% | +14.2% |
| 1Y | +25.7% | +69.5% | -43.8% | +20.5% |
| 3Y | -13.1% | +81.7% | -94.8% | -17.5% |
| 5Y | +26.7% | +422.2% | -395.6% | +12.6% |
| All | +725.3% | +107.1% | +618.2% | +780.0% |
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