+625.4%
ODFL vs QSR
+206.0%
+419.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | -3.0% | -2.4% | -0.7% | -2.2% |
| 30D | -14.3% | +5.7% | -20.0% | -16.1% |
| 3M | -26.7% | +6.9% | -33.7% | -28.7% |
| 6M | -7.5% | +6.9% | -14.3% | -10.3% |
| YTD | +16.5% | +14.9% | +1.6% | +9.9% |
| 1Y | +23.5% | +29.1% | -5.6% | +11.2% |
| 3Y | -12.1% | +26.1% | -38.2% | -21.1% |
| 5Y | +28.9% | +42.3% | -13.4% | +9.8% |
| 10Y | +746.5% | +134.0% | +612.5% | +490.3% |
| All | +625.4% | +206.0% | +419.5% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling