+92.4%
ODFL vs QS
-47.4%
+139.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.8% | -5.0% | +2.2% | -2.5% |
| 30D | -13.7% | -18.3% | +4.6% | -12.6% |
| 3M | -23.4% | -26.0% | +2.6% | -22.2% |
| 6M | -7.2% | -24.0% | +16.9% | -6.3% |
| YTD | +15.6% | -50.3% | +65.9% | +19.4% |
| 1Y | +24.2% | -38.0% | +62.1% | +25.3% |
| 3Y | -12.8% | -24.6% | +11.8% | -16.4% |
| 5Y | +27.1% | -75.4% | +102.6% | +23.2% |
| All | +92.4% | -47.4% | +139.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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