-31.9%
ORCL vs ODFL
+24.9%
-56.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.4% |
| 7D | +15.0% | +0.2% | +14.8% | +15.0% |
| 30D | +10.5% | -13.4% | +24.0% | +9.1% |
| 3M | -23.0% | -24.2% | +1.2% | -24.9% |
| 6M | +7.0% | -3.3% | +10.3% | +6.7% |
| YTD | -15.8% | +19.8% | -35.6% | -12.0% |
| All | -31.9% | +24.9% | -56.8% | -29.5% |
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 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