-21.7%
ONON vs ODFL
+27.4%
-49.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -2.1% | -3.3% | +1.2% | -0.4% |
| 30D | -11.6% | -15.3% | +3.7% | -3.7% |
| 3M | -30.1% | -27.3% | -2.8% | -17.6% |
| 6M | -30.5% | -4.5% | -26.0% | -29.9% |
| YTD | -41.0% | +15.1% | -56.2% | -47.0% |
| 1Y | -36.7% | +21.1% | -57.8% | -45.1% |
| 3Y | -8.6% | -14.1% | +5.5% | -9.9% |
| All | -21.7% | +27.4% | -49.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling