+196.1%
ON vs ODFL
+38,535.4%
-38,339.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.3% |
| 7D | +12.2% | +5.8% | +6.4% | +9.7% |
| 30D | -3.1% | -5.3% | +2.2% | -0.7% |
| 3M | -12.9% | -19.0% | +6.1% | -4.8% |
| 6M | -38.6% | -7.5% | -31.1% | -36.8% |
| YTD | +31.2% | +11.8% | +19.4% | +23.5% |
| 1Y | +47.6% | +29.7% | +18.0% | +30.5% |
| 3Y | +6.6% | -9.1% | +15.8% | +7.5% |
| 5Y | +21.3% | +0.2% | +21.0% | +16.8% |
| 10Y | +533.3% | +566.3% | -32.9% | +210.1% |
| All | +196.1% | +38,535.4% | -38,339.3% | -42.8% |
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