+778.5%
RF vs ODFL
+28,969.5%
-28,191.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.3% |
| 7D | -0.9% | -4.4% | +3.5% | 0.0% |
| 30D | +6.0% | -6.1% | +12.1% | +7.2% |
| 3M | -8.9% | -21.9% | +13.0% | -4.5% |
| 6M | +2.3% | -17.6% | +19.9% | +5.9% |
| YTD | +7.6% | +5.6% | +1.9% | +5.5% |
| 1Y | +21.2% | +20.5% | +0.6% | +15.7% |
| 3Y | +108.5% | -14.8% | +123.3% | +110.9% |
| 5Y | +43.2% | -3.0% | +46.2% | +39.6% |
| 10Y | +288.1% | +607.6% | -319.6% | +168.0% |
| All | +778.5% | +28,969.5% | -28,191.0% | +329.5% |
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