-80.8%
PATH vs ODFL
+44.9%
-125.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +2.1% | +5.8% | -3.8% | -1.2% |
| 30D | +1.6% | -5.3% | +6.9% | +4.2% |
| 3M | -20.4% | -19.0% | -1.5% | -11.0% |
| 6M | +40.1% | -7.5% | +47.6% | +43.8% |
| YTD | -19.0% | +11.8% | -30.8% | -28.9% |
| 1Y | -5.8% | +29.7% | -35.5% | -25.0% |
| 3Y | -22.9% | -9.1% | -13.8% | -28.1% |
| 5Y | -75.3% | +0.2% | -75.5% | -81.2% |
| All | -80.8% | +44.9% | -125.6% | -84.6% |
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 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