+361.0%
ORLY vs ODFL
+742.1%
-381.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | -6.8% | -15.3% | +8.5% | -3.2% |
| 3M | -4.8% | -27.3% | +22.6% | +2.4% |
| 6M | -9.1% | -4.5% | -4.6% | -8.7% |
| YTD | -5.9% | +15.1% | -21.1% | -10.3% |
| 1Y | -20.4% | +21.1% | -41.5% | -25.4% |
| 3Y | +36.6% | -14.1% | +50.7% | +35.5% |
| 5Y | +117.3% | +26.6% | +90.7% | +83.9% |
| All | +361.0% | +742.1% | -381.1% | +189.1% |
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