+53,204.8%
ORLY vs ODFL
+21,653.5%
+31,551.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.1% | -2.8% | +0.7% | -1.8% |
| 30D | -7.6% | -13.7% | +6.0% | -6.1% |
| 3M | -5.5% | -23.4% | +17.9% | -2.6% |
| 6M | -9.7% | -7.2% | -2.6% | -9.2% |
| YTD | -6.2% | +15.6% | -21.9% | -8.3% |
| 1Y | -18.6% | +24.2% | -42.8% | -21.2% |
| 3Y | +33.8% | -12.8% | +46.6% | +33.2% |
| 5Y | +116.5% | +27.1% | +89.4% | +104.1% |
| 10Y | +361.0% | +739.9% | -378.9% | +254.3% |
| All | +53,204.8% | +21,653.5% | +31,551.3% | +31,253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling