+31,848.5%
ODFL vs TRMB
+1,923.3%
+29,925.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +5.8% | +2.8% | +3.0% | +5.3% |
| 30D | -5.3% | -5.9% | +0.5% | -4.7% |
| 3M | -19.0% | -3.3% | -15.7% | -18.9% |
| 6M | -7.5% | +1.3% | -8.8% | -8.3% |
| YTD | +11.8% | -29.0% | +40.8% | +17.9% |
| 1Y | +29.7% | -27.8% | +57.4% | +36.4% |
| 3Y | -9.1% | +36.3% | -45.4% | -14.6% |
| 5Y | +0.2% | -35.8% | +36.0% | +6.7% |
| 10Y | +566.3% | +103.1% | +463.2% | +484.9% |
| All | +31,848.5% | +1,923.3% | +29,925.2% | +21,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling