-12.9%
ODFL vs REPL
+100.5%
-113.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.6% |
| 7D | -5.4% | +12.7% | -18.2% | -5.3% |
| 30D | -7.7% | +73.5% | -81.1% | -7.1% |
| 3M | -20.8% | +70.3% | -91.1% | -20.3% |
| 6M | -15.0% | +472.0% | -487.0% | -12.8% |
| YTD | +7.6% | +139.5% | -131.9% | +10.4% |
| 1Y | +22.7% | +167.3% | -144.6% | +26.0% |
| 3Y | -12.9% | +109.5% | -122.4% | -9.1% |
| All | -12.9% | +100.5% | -113.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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