-49.7%
TE vs ODFL
+25.9%
-75.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | +0.9% | -2.8% | +3.7% | +2.6% |
| 30D | -16.3% | -13.7% | -2.6% | -9.2% |
| 3M | -40.8% | -23.4% | -17.4% | -32.0% |
| 6M | -42.6% | -7.2% | -35.4% | -42.0% |
| YTD | -31.4% | +15.6% | -47.1% | -41.8% |
| 1Y | +144.9% | +24.2% | +120.8% | +95.8% |
| 3Y | -26.0% | -12.8% | -13.3% | -24.9% |
| All | -49.7% | +25.9% | -75.6% | -56.5% |
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