+42.1%
RF vs ODFL
-3.3%
+45.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.9% |
| 7D | -0.9% | -4.4% | +3.5% | +0.7% |
| 30D | +6.0% | -6.1% | +12.1% | +8.2% |
| 3M | -8.9% | -21.9% | +13.0% | -0.7% |
| 6M | +2.3% | -17.6% | +19.9% | +8.7% |
| YTD | +7.6% | +5.6% | +1.9% | +2.8% |
| 1Y | +21.2% | +20.5% | +0.6% | +9.8% |
| 3Y | +108.5% | -14.8% | +123.3% | +108.5% |
| All | +42.1% | -3.3% | +45.4% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling