-81.2%
PATH vs ODFL
+36.9%
-118.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.8% |
| 7D | -5.3% | -4.4% | -0.9% | -3.0% |
| 30D | -0.5% | -6.1% | +5.6% | +2.5% |
| 3M | -7.1% | -21.9% | +14.7% | +6.1% |
| 6M | +23.8% | -17.6% | +41.4% | +35.8% |
| YTD | -20.7% | +5.6% | -26.3% | -28.1% |
| 1Y | -8.1% | +20.5% | -28.6% | -23.6% |
| 3Y | -21.8% | -14.8% | -7.0% | -24.2% |
| 5Y | -76.8% | -3.0% | -73.9% | -81.8% |
| All | -81.2% | +36.9% | -118.0% | -84.4% |
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