+645.7%
ODFL vs PR
+152.6%
+493.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.4% |
| 7D | -4.4% | -16.4% | +12.0% | -3.3% |
| 30D | -6.1% | -1.9% | -4.2% | -6.1% |
| 3M | -21.9% | +8.0% | -29.8% | -22.4% |
| 6M | -17.6% | +4.1% | -21.7% | -18.0% |
| YTD | +5.6% | +58.7% | -53.1% | +1.7% |
| 1Y | +20.5% | +75.8% | -55.3% | +15.2% |
| 3Y | -14.8% | +73.2% | -88.0% | -18.8% |
| 5Y | -3.0% | +230.1% | -233.1% | -11.9% |
| 10Y | +607.6% | +67.4% | +540.3% | +641.7% |
| All | +645.7% | +152.6% | +493.2% | +679.1% |
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