-44.5%
TOST vs ODFL
+13.2%
-57.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +0.3% |
| 7D | +9.4% | -4.4% | +13.9% | +12.0% |
| 30D | +13.5% | -6.1% | +19.6% | +16.9% |
| 3M | -0.1% | -21.9% | +21.7% | +12.8% |
| 6M | +22.5% | -17.6% | +40.0% | +33.0% |
| YTD | -2.4% | +5.6% | -8.0% | -10.6% |
| 1Y | -4.7% | +20.5% | -25.2% | -19.4% |
| 3Y | +103.2% | -14.8% | +118.0% | +95.4% |
| 5Y | -41.2% | -3.0% | -38.3% | -52.7% |
| All | -44.5% | +13.2% | -57.7% | -56.7% |
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