+1,646.9%
T vs ODFL
+30,665.2%
-29,018.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +2.5% | +5.8% | -3.3% | +2.1% |
| 30D | -3.8% | -5.3% | +1.6% | -3.4% |
| 3M | -8.7% | -19.0% | +10.2% | -7.3% |
| 6M | -8.1% | -7.5% | -0.6% | -7.8% |
| YTD | -6.4% | +11.8% | -18.2% | -7.7% |
| 1Y | -9.8% | +29.7% | -39.4% | -12.0% |
| 3Y | +65.5% | -9.1% | +74.6% | +64.0% |
| 5Y | +57.0% | +0.2% | +56.7% | +52.9% |
| 10Y | +60.8% | +566.3% | -505.5% | +35.9% |
| All | +1,646.9% | +30,665.2% | -29,018.3% | +1,079.1% |
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