+336.7%
RF vs ODFL
+732.4%
-395.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -3.4% | -13.4% | +10.1% | +3.1% |
| 3M | +6.4% | -24.2% | +30.5% | +20.0% |
| 6M | +13.4% | -3.3% | +16.7% | +13.4% |
| YTD | +14.2% | +19.8% | -5.5% | +2.2% |
| 1Y | +15.7% | +24.5% | -8.8% | +0.9% |
| 3Y | +91.3% | -9.6% | +101.0% | +86.7% |
| 5Y | +89.8% | +28.0% | +61.7% | +45.1% |
| 10Y | +336.7% | +735.3% | -398.6% | +0.7% |
| All | +336.7% | +732.4% | -395.7% | +0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling