+24.8%
ODFL vs PR
+66.2%
-41.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.6% |
| 7D | -3.0% | -12.4% | +9.3% | -3.4% |
| 30D | -6.1% | -6.6% | +0.5% | -6.5% |
| 3M | -20.9% | +7.5% | -28.4% | -20.9% |
| 6M | -13.6% | +10.8% | -24.4% | -13.4% |
| YTD | +9.4% | +57.0% | -47.6% | -1.2% |
| All | +24.8% | +66.2% | -41.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling