+719.8%
ODFL vs VRSK
+126.1%
+593.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.3% | -5.2% | +1.9% | -0.9% |
| 30D | -15.3% | -2.3% | -13.0% | -14.7% |
| 3M | -27.3% | -2.9% | -24.4% | -27.0% |
| 6M | -4.5% | -12.8% | +8.3% | +0.2% |
| YTD | +15.1% | -20.8% | +36.0% | +26.0% |
| 1Y | +21.1% | -33.2% | +54.3% | +44.9% |
| 3Y | -14.1% | -26.6% | +12.5% | -5.3% |
| 5Y | +26.6% | -11.3% | +37.9% | +22.6% |
| All | +719.8% | +126.1% | +593.8% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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