-13.7%
ODFL vs TRU
-2.2%
-11.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -2.8% | -9.4% | +6.6% | +0.2% |
| 30D | -13.7% | -4.1% | -9.5% | -12.7% |
| 3M | -23.4% | +13.6% | -36.9% | -27.0% |
| 6M | -7.2% | +3.6% | -10.7% | -9.3% |
| YTD | +15.6% | -9.8% | +25.4% | +17.5% |
| 1Y | +24.2% | -13.6% | +37.8% | +27.5% |
| All | -13.7% | -2.2% | -11.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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