+293.7%
TPR vs ODFL
-11.6%
+305.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | -27.3% | -13.4% | -13.9% | -24.3% |
| 3M | -16.2% | -24.2% | +7.9% | -9.3% |
| 6M | -17.9% | -3.3% | -14.6% | -18.1% |
| YTD | -7.1% | +19.8% | -26.9% | -14.1% |
| 1Y | +13.6% | +24.5% | -10.9% | +3.4% |
| 3Y | +293.7% | -9.6% | +303.4% | +273.7% |
| All | +293.7% | -11.6% | +305.4% | +273.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling