-14.1%
ODFL vs TEVA
+280.8%
-294.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.6% |
| 7D | -3.3% | +2.0% | -5.3% | -3.4% |
| 30D | -15.3% | +1.0% | -16.2% | -15.4% |
| 3M | -27.3% | +7.3% | -34.6% | -27.9% |
| 6M | -4.5% | +21.7% | -26.2% | -6.6% |
| YTD | +15.1% | +18.8% | -3.7% | +12.8% |
| 1Y | +21.1% | +86.5% | -65.4% | +14.4% |
| 3Y | -14.1% | +269.4% | -283.5% | -26.8% |
| All | -14.1% | +280.8% | -294.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 3y: compounded portfolio wealth divided by compounded TEVA 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…
3y analysis · Full analysis span regression · 6 months rolling