+46.9%
ODFL vs VSXY
+37.7%
+9.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.1% |
| 7D | -3.0% | -10.7% | +7.7% | -1.4% |
| 30D | -14.3% | -24.3% | +10.0% | -10.6% |
| 3M | -26.7% | +1.0% | -27.7% | -27.3% |
| 6M | -7.5% | +57.4% | -64.8% | -16.7% |
| YTD | +16.5% | +39.8% | -23.2% | +6.7% |
| 1Y | +23.5% | +196.5% | -172.9% | -1.5% |
| 3Y | -12.1% | +357.2% | -369.3% | -40.8% |
| 5Y | +28.9% | +18.9% | +10.0% | +7.6% |
| All | +46.9% | +37.7% | +9.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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