+256.3%
ODFL vs REPL
+36.1%
+220.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.6% |
| 7D | -5.0% | +5.3% | -10.2% | -5.1% |
| 30D | -6.3% | +66.6% | -72.9% | -7.3% |
| 3M | -18.5% | +59.6% | -78.0% | -19.3% |
| 6M | -12.4% | +482.4% | -494.7% | -17.4% |
| YTD | +9.2% | +124.1% | -114.9% | +3.9% |
| 1Y | +23.0% | +138.6% | -115.6% | +16.7% |
| 3Y | -11.6% | +96.0% | -107.6% | -24.4% |
| 5Y | +0.1% | -35.4% | +35.5% | -7.8% |
| All | +256.3% | +36.1% | +220.2% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling