-44.5%
TOST vs ODFL
+19.8%
-64.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.6% |
| 7D | 0.0% | +5.8% | -5.8% | -2.9% |
| 30D | +16.2% | -5.3% | +21.5% | +19.2% |
| 3M | -1.5% | -19.0% | +17.4% | +9.2% |
| 6M | +55.3% | -7.5% | +62.8% | +58.5% |
| YTD | -2.3% | +11.8% | -14.1% | -13.2% |
| 1Y | -5.5% | +29.7% | -35.2% | -23.2% |
| 3Y | +151.1% | -9.1% | +160.3% | +132.4% |
| 5Y | -27.9% | +0.2% | -28.2% | -43.2% |
| All | -44.5% | +19.8% | -64.3% | -58.0% |
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