+592.4%
ODFL vs PR
+66.7%
+525.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.7% |
| 7D | -3.0% | -12.4% | +9.3% | -2.2% |
| 30D | -6.1% | -6.6% | +0.5% | -5.7% |
| 3M | -20.9% | +7.5% | -28.4% | -21.4% |
| 6M | -13.6% | +10.8% | -24.4% | -14.5% |
| YTD | +9.4% | +57.0% | -47.6% | +5.5% |
| 1Y | +22.9% | +67.9% | -45.0% | +17.8% |
| 3Y | -9.8% | +87.6% | -97.4% | -14.5% |
| 5Y | -0.4% | +220.4% | -220.7% | -9.5% |
| 10Y | +592.4% | +64.8% | +527.6% | +660.9% |
| All | +592.4% | +66.7% | +525.7% | +660.9% |
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