+27.3%
ODFL vs QSR
+40.5%
-13.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -3.3% | -4.0% | +0.7% | -1.5% |
| 30D | -15.3% | +2.8% | -18.0% | -16.5% |
| 3M | -27.3% | +5.1% | -32.4% | -29.1% |
| 6M | -4.5% | +8.8% | -13.3% | -8.9% |
| YTD | +15.1% | +14.8% | +0.3% | +6.9% |
| 1Y | +21.1% | +25.7% | -4.6% | +7.3% |
| 3Y | -14.1% | +27.5% | -41.6% | -26.4% |
| All | +27.3% | +40.5% | -13.2% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling