+196.2%
ON vs ODFL
+41,295.7%
-41,099.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.1% | -4.7% |
| 7D | -2.2% | +0.2% | -2.3% | -2.2% |
| 30D | -12.4% | -13.4% | +1.0% | -7.0% |
| 3M | -41.2% | -24.2% | -17.0% | -34.3% |
| 6M | +25.0% | -3.3% | +28.3% | +25.8% |
| YTD | +31.3% | +19.8% | +11.5% | +19.9% |
| 1Y | +45.4% | +24.5% | +20.9% | +30.6% |
| 3Y | -27.4% | -9.6% | -17.8% | -26.9% |
| 5Y | +58.5% | +28.0% | +30.4% | +38.6% |
| 10Y | +561.8% | +735.3% | -173.4% | +197.8% |
| All | +196.2% | +41,295.7% | -41,099.5% | -44.5% |
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