+29.7%
ODFL vs S
+30.9%
-1.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +5.8% | +2.0% | +3.9% | +5.5% |
| 30D | -5.3% | -2.7% | -2.6% | -5.3% |
| 3M | -19.0% | -6.9% | -12.1% | -18.8% |
| 6M | -7.5% | +38.1% | -45.5% | -11.6% |
| YTD | +11.8% | +48.0% | -36.2% | +4.0% |
| 1Y | +29.7% | +34.5% | -4.8% | +21.9% |
| All | +29.7% | +30.9% | -1.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling