+57.0%
T vs ODFL
+0.6%
+56.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.4% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | -2.9% | -6.3% | +3.4% | -2.5% |
| 3M | -7.5% | -19.1% | +11.6% | -6.1% |
| 6M | -9.9% | -9.9% | 0.0% | -9.5% |
| YTD | -6.4% | +9.9% | -16.4% | -7.7% |
| 1Y | -9.4% | +24.4% | -33.8% | -11.6% |
| 3Y | +64.9% | -11.0% | +75.9% | +62.6% |
| 5Y | +57.0% | -1.4% | +58.4% | +40.7% |
| All | +57.0% | +0.6% | +56.3% | +40.7% |
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 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