-16.5%
OWL vs ODFL
+26.9%
-43.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | -11.9% | -2.8% | -9.1% | -10.8% |
| 30D | -13.7% | -13.7% | -0.1% | -7.9% |
| 3M | +12.3% | -23.4% | +35.6% | +25.6% |
| 6M | +15.0% | -7.2% | +22.2% | +16.4% |
| YTD | -25.7% | +15.6% | -41.4% | -33.6% |
| 1Y | -39.5% | +24.2% | -63.7% | -48.1% |
| 3Y | +0.9% | -12.8% | +13.7% | -0.9% |
| 5Y | -16.5% | +27.1% | -43.7% | -33.5% |
| All | -16.5% | +26.9% | -43.5% | -33.5% |
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 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