+94.3%
ORCL vs ODFL
+27.3%
+67.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +15.0% | +0.2% | +14.8% | +14.9% |
| 30D | +10.5% | -13.4% | +24.0% | +14.4% |
| 3M | -23.0% | -24.2% | +1.2% | -18.2% |
| 6M | +7.0% | -3.3% | +10.3% | +6.4% |
| YTD | -15.8% | +19.8% | -35.6% | -21.9% |
| 1Y | -31.1% | +24.5% | -55.6% | -37.1% |
| 3Y | +33.3% | -9.6% | +42.9% | +30.2% |
| 5Y | +94.3% | +28.0% | +66.3% | +66.6% |
| All | +94.3% | +27.3% | +67.0% | +66.6% |
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