+99.3%
ODFL vs QS
-43.2%
+142.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +0.2% | +2.2% | -2.0% | 0.0% |
| 30D | -13.4% | -8.1% | -5.4% | -13.0% |
| 3M | -24.2% | -27.0% | +2.9% | -23.0% |
| 6M | -3.3% | -16.4% | +13.1% | -2.9% |
| YTD | +19.8% | -46.4% | +66.1% | +23.2% |
| 1Y | +24.5% | -41.1% | +65.6% | +26.1% |
| 3Y | -9.6% | -18.6% | +9.0% | -13.8% |
| 5Y | +28.0% | -73.0% | +101.1% | +23.5% |
| All | +99.3% | -43.2% | +142.6% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling