-25.8%
TE vs ODFL
+32.0%
-57.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.6% |
| 7D | +3.8% | +3.5% | +0.3% | +3.6% |
| 30D | -26.2% | 0.0% | -26.2% | -26.2% |
| 3M | -49.7% | -18.1% | -31.6% | -49.3% |
| 6M | -46.5% | -6.4% | -40.1% | -45.4% |
| YTD | -59.1% | +14.9% | -74.0% | -56.6% |
| 1Y | -25.8% | +27.7% | -53.5% | -22.1% |
| All | -25.8% | +32.0% | -57.8% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling