+27.3%
ODFL vs TKO
+291.2%
-263.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.3% | +2.3% | -5.6% | -3.9% |
| 30D | -15.3% | -2.5% | -12.8% | -14.9% |
| 3M | -27.3% | -10.6% | -16.7% | -25.4% |
| 6M | -4.5% | -5.1% | +0.6% | -3.9% |
| YTD | +15.1% | -8.2% | +23.4% | +16.9% |
| 1Y | +21.1% | -4.4% | +25.5% | +21.3% |
| 3Y | -14.1% | +100.4% | -114.5% | -30.5% |
| All | +27.3% | +291.2% | -263.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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