-78.0%
PATH vs ODFL
+54.3%
-132.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | -6.3% | -10.0% | -13.3% |
| 30D | +9.9% | -13.6% | +23.5% | +19.3% |
| 3M | +30.2% | -24.2% | +54.3% | +51.1% |
| 6M | +37.2% | -13.8% | +51.0% | +45.2% |
| YTD | -7.3% | +19.0% | -26.4% | -21.0% |
| 1Y | +40.0% | +25.7% | +14.3% | +14.3% |
| 3Y | -4.4% | -13.1% | +8.7% | -5.4% |
| 5Y | -76.0% | +26.7% | -102.7% | -82.6% |
| All | -78.0% | +54.3% | -132.3% | -82.9% |
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