+74.8%
QCOM vs ODFL
-11.6%
+86.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +2.9% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +4.3% | -13.4% | +17.7% | +10.2% |
| 3M | -19.6% | -24.2% | +4.6% | -10.8% |
| 6M | +29.5% | -3.3% | +32.8% | +30.1% |
| YTD | +3.4% | +19.8% | -16.4% | -5.7% |
| 1Y | +10.9% | +24.5% | -13.6% | -0.9% |
| 3Y | +74.8% | -9.6% | +84.4% | +71.7% |
| All | +74.8% | -11.6% | +86.4% | +71.7% |
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 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