+28.4%
ODFL vs Q
+68.3%
-39.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.2% |
| 7D | +5.8% | +1.2% | +4.7% | +5.6% |
| 30D | -5.3% | -2.7% | -2.7% | -5.2% |
| 3M | -19.0% | -16.9% | -2.0% | -16.8% |
| 6M | -7.5% | -26.9% | +19.4% | -3.6% |
| YTD | +11.8% | +45.2% | -33.4% | -1.5% |
| 1Y | +29.7% | +38.1% | -8.5% | +15.6% |
| All | +28.4% | +68.3% | -39.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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