-21.8%
PATH vs ODFL
-11.4%
-10.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -1.8% |
| 7D | -5.6% | -1.0% | -4.5% | -5.2% |
| 30D | -0.7% | -4.2% | +3.5% | +0.6% |
| 3M | -5.9% | -20.7% | +14.9% | +2.5% |
| 6M | +21.6% | -12.8% | +34.4% | +26.9% |
| YTD | -20.6% | +9.2% | -29.9% | -26.9% |
| 1Y | -10.6% | +21.9% | -32.5% | -21.8% |
| All | -21.8% | -11.4% | -10.4% | -26.2% |
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