+719.8%
ODFL vs VMC
+156.6%
+563.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -3.3% | -3.8% | +0.5% | -1.6% |
| 30D | -15.3% | -9.7% | -5.6% | -11.4% |
| 3M | -27.3% | -9.6% | -17.7% | -24.4% |
| 6M | -4.5% | -4.8% | +0.3% | -2.9% |
| YTD | +15.1% | -10.9% | +26.0% | +20.1% |
| 1Y | +21.1% | -15.6% | +36.7% | +29.3% |
| 3Y | -14.1% | +19.3% | -33.4% | -21.0% |
| 5Y | +26.6% | +48.0% | -21.4% | +6.6% |
| All | +719.8% | +156.6% | +563.2% | +479.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling