+1.7%
OWL vs ODFL
-13.7%
+15.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -10.1% | -3.3% | -6.9% | -9.0% |
| 30D | -11.9% | -15.3% | +3.4% | -6.5% |
| 3M | +10.7% | -27.3% | +38.0% | +23.7% |
| 6M | +22.1% | -4.5% | +26.6% | +21.8% |
| YTD | -24.8% | +15.1% | -40.0% | -31.8% |
| 1Y | -39.2% | +21.1% | -60.3% | -46.3% |
| 3Y | +1.7% | -14.1% | +15.9% | +2.9% |
| All | +1.7% | -13.7% | +15.5% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling