-14.1%
ODFL vs QS
-24.6%
+10.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.6% |
| 7D | -3.3% | -3.6% | +0.4% | -3.0% |
| 30D | -15.3% | -17.2% | +2.0% | -14.2% |
| 3M | -27.3% | -27.0% | -0.4% | -26.0% |
| 6M | -4.5% | -24.6% | +20.1% | -3.4% |
| YTD | +15.1% | -49.3% | +64.5% | +19.5% |
| 1Y | +21.1% | -40.3% | +61.4% | +22.4% |
| 3Y | -14.1% | -23.8% | +9.7% | -18.9% |
| All | -14.1% | -24.6% | +10.5% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling