+1,900.0%
T vs ODFL
+32,662.3%
-30,762.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -1.3% | -6.3% | +5.0% | -0.8% |
| 30D | +11.4% | -13.6% | +25.0% | +12.6% |
| 3M | +14.3% | -24.2% | +38.5% | +16.6% |
| 6M | -9.3% | -13.8% | +4.5% | -8.5% |
| YTD | +7.1% | +19.0% | -11.9% | +5.2% |
| 1Y | -9.1% | +25.7% | -34.8% | -11.2% |
| 3Y | +105.3% | -13.1% | +118.5% | +104.2% |
| 5Y | +66.8% | +26.7% | +40.2% | +59.6% |
| 10Y | +66.8% | +721.5% | -654.7% | +39.0% |
| All | +1,900.0% | +32,662.3% | -30,762.3% | +1,243.9% |
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