-12.4%
ODFL vs S
+45.4%
-57.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -5.0% | +1.2% | -6.2% | -5.2% |
| 30D | -6.3% | -7.3% | +1.1% | -5.7% |
| 3M | -18.5% | +5.9% | -24.3% | -19.5% |
| 6M | -12.4% | +45.6% | -58.0% | -15.5% |
| All | -12.4% | +45.4% | -57.7% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling