+23,491.9%
PAYX vs ODFL
+31,590.6%
-8,098.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -4.9% | -3.3% | -1.6% | -4.5% |
| 30D | -3.8% | -15.3% | +11.5% | -1.9% |
| 3M | +17.9% | -27.3% | +45.2% | +22.3% |
| 6M | +26.1% | -4.5% | +30.6% | +26.3% |
| YTD | +6.7% | +15.1% | -8.4% | +4.3% |
| 1Y | -10.7% | +21.1% | -31.8% | -13.4% |
| 3Y | +7.0% | -14.1% | +21.1% | +6.9% |
| 5Y | +22.6% | +26.6% | -4.0% | +16.6% |
| 10Y | +166.5% | +736.4% | -569.9% | +112.1% |
| All | +23,491.9% | +31,590.6% | -8,098.6% | +15,161.0% |
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 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