+33.9%
ODFL vs Q
+78.4%
-44.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.0% |
| 7D | -3.0% | +6.6% | -9.6% | -4.1% |
| 30D | -14.3% | -6.6% | -7.7% | -13.3% |
| 3M | -26.7% | -13.2% | -13.5% | -25.6% |
| 6M | -7.5% | +9.9% | -17.4% | -12.9% |
| YTD | +16.5% | +53.9% | -37.4% | +2.0% |
| All | +33.9% | +78.4% | -44.5% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling