+383.3%
TPR vs ODFL
+573.4%
-190.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.5% |
| 7D | +12.1% | -5.4% | +17.5% | +15.0% |
| 30D | +16.7% | -7.7% | +24.3% | +20.9% |
| 3M | -17.4% | -20.8% | +3.4% | -7.9% |
| 6M | +2.3% | -15.0% | +17.3% | +8.4% |
| YTD | +7.1% | +7.6% | -0.5% | -1.7% |
| 1Y | +29.5% | +22.7% | +6.8% | +10.1% |
| 3Y | +415.0% | -12.9% | +427.9% | +393.0% |
| 5Y | +261.5% | -0.1% | +261.5% | +197.7% |
| 10Y | +383.3% | +550.4% | -167.1% | +39.9% |
| All | +383.3% | +573.4% | -190.1% | +39.9% |
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