-5.5%
TOST vs ODFL
+27.3%
-32.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.0% |
| 7D | 0.0% | +5.8% | -5.8% | -1.4% |
| 30D | +16.2% | -5.3% | +21.5% | +17.6% |
| 3M | -1.5% | -19.0% | +17.4% | +3.2% |
| 6M | +55.3% | -7.5% | +62.8% | +55.8% |
| YTD | -2.3% | +11.8% | -14.1% | -14.7% |
| 1Y | -5.5% | +29.7% | -35.2% | -25.2% |
| All | -5.5% | +27.3% | -32.8% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling