-53.1%
TE vs ODFL
+185.8%
-238.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.2% | -3.3% | +3.5% | +1.7% |
| 30D | -5.9% | -15.3% | +9.4% | +1.0% |
| 3M | -45.6% | -27.3% | -18.3% | -38.1% |
| 6M | -43.4% | -4.5% | -38.9% | -43.4% |
| YTD | -31.0% | +15.1% | -46.1% | -38.3% |
| 1Y | +145.2% | +21.1% | +124.1% | +112.3% |
| 3Y | -24.1% | -14.1% | -10.0% | -22.3% |
| 5Y | -48.1% | +26.6% | -74.7% | -53.3% |
| All | -53.1% | +185.8% | -238.9% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling