-48.5%
TE vs ODFL
+197.3%
-245.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.7% |
| 7D | +18.2% | +0.2% | +18.1% | +18.1% |
| 30D | -13.5% | -13.4% | -0.1% | -8.1% |
| 3M | -44.6% | -24.2% | -20.4% | -38.0% |
| 6M | -24.7% | -3.3% | -21.4% | -25.3% |
| YTD | -24.3% | +19.8% | -44.0% | -33.5% |
| 1Y | +155.6% | +24.5% | +131.0% | +118.6% |
| 3Y | -18.3% | -9.6% | -8.6% | -18.2% |
| 5Y | -41.3% | +28.0% | -69.3% | -48.0% |
| All | -48.5% | +197.3% | -245.8% | -55.4% |
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