-8.1%
PATH vs ODFL
+23.9%
-31.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +0.7% | +0.6% | 0.0% | +0.5% |
| 30D | -1.1% | -6.3% | +5.2% | +0.3% |
| 3M | -14.2% | -19.1% | +5.0% | -9.9% |
| 6M | +30.9% | -9.9% | +40.8% | +33.7% |
| YTD | -20.1% | +9.9% | -30.0% | -28.2% |
| 1Y | -8.1% | +24.4% | -32.5% | -22.0% |
| All | -8.1% | +23.9% | -31.9% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling