+11.5%
TPR vs ODFL
+23.6%
-12.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | -5.1% | -2.8% | -2.3% | -4.4% |
| 30D | -27.6% | -13.7% | -13.9% | -24.8% |
| 3M | -17.5% | -23.4% | +5.9% | -11.3% |
| 6M | -21.3% | -7.2% | -14.2% | -21.3% |
| YTD | -8.5% | +15.6% | -24.1% | -16.9% |
| 1Y | +11.5% | +24.2% | -12.7% | -2.1% |
| All | +11.5% | +23.6% | -12.1% | -2.1% |
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