-44.4%
TOST vs ODFL
+17.3%
-61.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.6% |
| 7D | +4.0% | -3.0% | +7.1% | +5.6% |
| 30D | +11.1% | -6.1% | +17.1% | +14.4% |
| 3M | +0.8% | -20.9% | +21.7% | +13.2% |
| 6M | +38.8% | -13.6% | +52.4% | +47.1% |
| YTD | -2.1% | +9.4% | -11.5% | -12.0% |
| 1Y | -6.0% | +22.9% | -28.9% | -21.3% |
| 3Y | +149.8% | -9.8% | +159.6% | +131.2% |
| 5Y | -42.8% | -0.4% | -42.4% | -54.7% |
| All | -44.4% | +17.3% | -61.7% | -57.4% |
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