+726.0%
ODFL vs TRU
+226.0%
+500.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -3.0% | -6.5% | +3.5% | -0.4% |
| 30D | -14.3% | -2.5% | -11.8% | -13.7% |
| 3M | -26.7% | +10.4% | -37.1% | -30.4% |
| 6M | -7.5% | +1.6% | -9.1% | -9.6% |
| YTD | +16.5% | -9.7% | +26.2% | +18.4% |
| 1Y | +23.5% | -17.3% | +40.8% | +29.5% |
| 3Y | -12.1% | -1.8% | -10.3% | -18.4% |
| 5Y | +28.9% | -36.2% | +65.1% | +41.8% |
| 10Y | +746.5% | +143.2% | +603.2% | +483.7% |
| All | +726.0% | +226.0% | +500.0% | +443.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling