+5,724.3%
TGT vs ODFL
+31,724.5%
-26,000.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -5.0% | -2.8% | -2.2% | -4.7% |
| 30D | +3.0% | -13.7% | +16.7% | +5.0% |
| 3M | +22.6% | -23.4% | +46.0% | +26.8% |
| 6M | +31.2% | -7.2% | +38.4% | +32.0% |
| YTD | +63.7% | +15.6% | +48.1% | +59.8% |
| 1Y | +78.5% | +24.2% | +54.3% | +72.5% |
| 3Y | +40.5% | -12.8% | +53.3% | +40.8% |
| 5Y | -25.6% | +27.1% | -52.7% | -28.8% |
| 10Y | +204.7% | +739.9% | -535.2% | +138.6% |
| All | +5,724.3% | +31,724.5% | -26,000.2% | +3,581.4% |
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