+659.7%
ODFL vs PR
+152.2%
+507.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -5.4% | -9.5% | +4.1% | -4.8% |
| 30D | -7.7% | -5.7% | -2.0% | -7.4% |
| 3M | -20.8% | +3.0% | -23.8% | -21.1% |
| 6M | -15.0% | +11.8% | -26.9% | -15.9% |
| YTD | +7.6% | +58.5% | -50.9% | +3.7% |
| 1Y | +22.7% | +69.9% | -47.2% | +17.6% |
| 3Y | -12.9% | +84.9% | -97.8% | -17.3% |
| 5Y | -0.1% | +246.4% | -246.5% | -9.4% |
| 10Y | +550.4% | +70.3% | +480.1% | +582.5% |
| All | +659.7% | +152.2% | +507.5% | +693.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling