+27.1%
ODFL vs TECK
+180.4%
-153.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | +0.4% |
| 7D | -2.8% | -4.2% | +1.4% | -2.1% |
| 30D | -13.7% | -0.4% | -13.3% | -13.7% |
| 3M | -23.4% | +10.1% | -33.5% | -25.2% |
| 6M | -7.2% | +26.0% | -33.2% | -12.2% |
| YTD | +15.6% | +38.0% | -22.4% | +6.8% |
| 1Y | +24.2% | +63.8% | -39.6% | +10.5% |
| 3Y | -12.8% | +68.5% | -81.3% | -25.0% |
| 5Y | +27.1% | +179.2% | -152.1% | +4.6% |
| All | +27.1% | +180.4% | -153.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 5y: compounded portfolio wealth divided by compounded TECK 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…
5y analysis · Full analysis span regression · 6 months rolling