+33,922.3%
ODFL vs TRMB
+2,062.5%
+31,859.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -6.3% | -2.5% | -3.8% | -5.8% |
| 30D | -13.6% | +1.5% | -15.1% | -13.9% |
| 3M | -24.2% | +6.8% | -30.9% | -25.2% |
| 6M | -13.8% | -14.9% | +1.2% | -11.5% |
| YTD | +19.0% | -24.1% | +43.1% | +24.7% |
| 1Y | +25.7% | -25.4% | +51.1% | +32.0% |
| 3Y | -13.1% | +8.0% | -21.1% | -14.9% |
| 5Y | +26.7% | -37.3% | +64.0% | +35.7% |
| 10Y | +721.5% | +116.8% | +604.7% | +615.5% |
| All | +33,922.3% | +2,062.5% | +31,859.8% | +22,876.7% |
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