-13.1%
ODFL vs TRMB
+11.9%
-25.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.7% |
| 7D | -3.0% | -2.9% | -0.1% | -1.8% |
| 30D | -14.3% | -1.8% | -12.5% | -13.7% |
| 3M | -26.7% | +8.4% | -35.1% | -29.7% |
| 6M | -7.5% | -18.5% | +11.0% | +0.7% |
| YTD | +16.5% | -26.7% | +43.3% | +33.1% |
| 1Y | +23.5% | -28.3% | +51.8% | +42.1% |
| All | -13.1% | +11.9% | -25.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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