+261.5%
RF vs ODFL
+615.5%
-354.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +0.5% |
| 7D | -0.1% | -3.0% | +2.9% | +1.2% |
| 30D | +7.0% | -6.1% | +13.1% | +9.8% |
| 3M | -7.0% | -20.9% | +13.9% | +2.8% |
| 6M | +6.8% | -13.6% | +20.4% | +12.4% |
| YTD | +9.9% | +9.4% | +0.5% | +2.0% |
| 1Y | +21.1% | +22.9% | -1.8% | +6.1% |
| 3Y | +119.6% | -9.8% | +129.4% | +112.9% |
| 5Y | +46.2% | -0.4% | +46.5% | +28.2% |
| 10Y | +261.5% | +592.4% | -330.9% | -12.1% |
| All | +261.5% | +615.5% | -354.0% | -12.1% |
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