+47.6%
ON vs ODFL
+32.0%
+15.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.8% | -2.3% |
| 7D | -5.8% | +3.5% | -9.3% | -7.2% |
| 30D | -17.1% | 0.0% | -17.1% | -17.2% |
| 3M | -11.8% | -18.1% | +6.3% | -4.1% |
| 6M | -30.2% | -6.4% | -23.8% | -28.5% |
| YTD | +31.6% | +14.9% | +16.7% | +17.2% |
| 1Y | +47.6% | +27.7% | +19.9% | +21.1% |
| All | +47.6% | +32.0% | +15.6% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling