+16,074.4%
OKE vs ODFL
+31,590.6%
-15,516.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +1.2% | -3.3% | +4.5% | +1.6% |
| 30D | +4.5% | -15.3% | +19.8% | +6.4% |
| 3M | +9.6% | -27.3% | +36.9% | +13.5% |
| 6M | +15.4% | -4.5% | +19.9% | +15.4% |
| YTD | +36.5% | +15.1% | +21.3% | +33.3% |
| 1Y | +39.0% | +21.1% | +17.9% | +34.7% |
| 3Y | +74.3% | -14.1% | +88.4% | +73.8% |
| 5Y | +141.2% | +26.6% | +114.6% | +128.6% |
| 10Y | +262.1% | +736.4% | -474.3% | +189.6% |
| All | +16,074.4% | +31,590.6% | -15,516.2% | +11,256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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