-89.0%
OPEN vs ODFL
+119.5%
-208.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -5.0% |
| 7D | -15.0% | +5.8% | -20.8% | -18.9% |
| 30D | -40.2% | -5.3% | -34.9% | -37.2% |
| 3M | -67.4% | -19.0% | -48.4% | -61.4% |
| 6M | -74.0% | -7.5% | -66.5% | -73.1% |
| YTD | -79.6% | +11.8% | -91.4% | -82.6% |
| 1Y | -86.1% | +29.7% | -115.8% | -89.7% |
| 3Y | -41.4% | -9.1% | -32.2% | -44.6% |
| 5Y | -94.9% | +0.2% | -95.1% | -95.9% |
| All | -89.0% | +119.5% | -208.5% | -93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling