+26.3%
ODFL vs PR
+433.6%
-407.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -6.3% | +2.9% | -9.2% | -6.8% |
| 30D | -13.6% | +18.0% | -31.6% | -16.2% |
| 3M | -24.2% | +16.9% | -41.0% | -26.5% |
| 6M | -13.8% | +28.2% | -42.0% | -18.4% |
| YTD | +19.0% | +69.3% | -50.3% | +6.6% |
| 1Y | +25.7% | +69.5% | -43.8% | +12.2% |
| 3Y | -13.1% | +81.7% | -94.8% | -24.7% |
| All | +26.3% | +433.6% | -407.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling