+288.4%
ODFL vs REPL
-6.0%
+294.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -6.3% | -3.0% | -3.3% | -6.2% |
| 30D | -13.6% | +27.1% | -40.7% | -14.1% |
| 3M | -24.2% | +52.4% | -76.6% | -25.6% |
| 6M | -13.8% | +107.4% | -121.2% | -17.9% |
| YTD | +19.0% | +54.7% | -35.7% | +14.2% |
| 1Y | +25.7% | +158.9% | -133.2% | +16.5% |
| 3Y | -13.1% | -23.7% | +10.6% | -20.9% |
| 5Y | +26.7% | -54.3% | +81.0% | +17.2% |
| All | +288.4% | -6.0% | +294.4% | +195.8% |
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