+68.3%
T vs ODFL
+26.9%
+41.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -2.4% | -2.8% | +0.4% | -2.3% |
| 30D | +4.3% | -13.7% | +17.9% | +5.3% |
| 3M | +11.6% | -23.4% | +34.9% | +13.6% |
| 6M | -5.6% | -7.2% | +1.6% | -5.4% |
| YTD | +6.6% | +15.6% | -9.1% | +4.7% |
| 1Y | -8.4% | +24.2% | -32.5% | -10.6% |
| 3Y | +107.8% | -12.8% | +120.6% | +106.3% |
| 5Y | +68.3% | +27.1% | +41.2% | +45.7% |
| All | +68.3% | +26.9% | +41.4% | +45.7% |
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