+320.5%
TMUS vs ODFL
+4,316.9%
-3,996.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | +0.1% | -6.3% | +6.4% | +2.0% |
| 30D | +5.3% | -13.6% | +18.8% | +9.8% |
| 3M | +3.1% | -24.2% | +27.3% | +11.8% |
| 6M | -16.5% | -13.8% | -2.7% | -13.9% |
| YTD | -9.2% | +19.0% | -28.2% | -16.1% |
| 1Y | -26.5% | +25.7% | -52.2% | -33.7% |
| 3Y | +39.0% | -13.1% | +52.1% | +35.1% |
| 5Y | +40.4% | +26.7% | +13.7% | +13.9% |
| 10Y | +303.7% | +721.5% | -417.8% | +55.2% |
| All | +320.5% | +4,316.9% | -3,996.4% | -18.2% |
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