-14.1%
ODFL vs QSR
+25.8%
-39.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.3% | -4.0% | +0.7% | -1.8% |
| 30D | -15.3% | +2.8% | -18.0% | -16.3% |
| 3M | -27.3% | +5.1% | -32.4% | -28.8% |
| 6M | -4.5% | +8.8% | -13.3% | -8.2% |
| YTD | +15.1% | +14.8% | +0.3% | +8.1% |
| 1Y | +21.1% | +25.7% | -4.6% | +9.5% |
| 3Y | -14.1% | +27.5% | -41.6% | -22.6% |
| All | -14.1% | +25.8% | -39.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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