+1,851.9%
TER vs ODFL
+742.1%
+1,109.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +6.4% | -3.3% | +9.6% | +8.4% |
| 30D | -5.7% | -15.3% | +9.6% | +3.9% |
| 3M | -0.4% | -27.3% | +26.9% | +18.9% |
| 6M | +25.8% | -4.5% | +30.3% | +29.0% |
| YTD | +96.4% | +15.1% | +81.3% | +78.1% |
| 1Y | +229.2% | +21.1% | +208.1% | +187.6% |
| 3Y | +288.1% | -14.1% | +302.2% | +293.4% |
| 5Y | +219.9% | +26.6% | +193.4% | +140.2% |
| All | +1,851.9% | +742.1% | +1,109.8% | +362.8% |
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