-81.1%
PATH vs ODFL
+41.6%
-122.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -0.9% |
| 7D | -5.6% | -1.0% | -4.5% | -5.1% |
| 30D | -0.7% | -4.2% | +3.5% | +1.2% |
| 3M | -5.9% | -20.7% | +14.9% | +6.7% |
| 6M | +21.6% | -12.8% | +34.4% | +29.2% |
| YTD | -20.6% | +9.2% | -29.9% | -29.4% |
| 1Y | -10.6% | +21.9% | -32.5% | -26.0% |
| 3Y | -24.9% | -11.5% | -13.4% | -28.7% |
| 5Y | -76.8% | +0.3% | -77.2% | -82.2% |
| All | -81.1% | +41.6% | -122.7% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling