+237.8%
TMUS vs ODFL
+559.8%
-322.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | +4.9% | +5.8% | -0.9% | +3.7% |
| 30D | +7.7% | -5.3% | +13.0% | +8.8% |
| 3M | -6.8% | -19.0% | +12.2% | -2.8% |
| 6M | -9.7% | -7.5% | -2.2% | -8.9% |
| YTD | -15.0% | +11.8% | -26.7% | -18.8% |
| 1Y | -19.1% | +29.7% | -48.8% | -25.7% |
| 3Y | +21.4% | -9.1% | +30.6% | +17.5% |
| 5Y | +51.2% | +0.2% | +50.9% | +37.1% |
| All | +237.8% | +559.8% | -322.0% | +61.4% |
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 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