+416.5%
TPR vs ODFL
-14.3%
+430.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.1% |
| 7D | +14.2% | -4.4% | +18.6% | +15.5% |
| 30D | +17.1% | -6.1% | +23.2% | +18.9% |
| 3M | -17.7% | -21.9% | +4.2% | -12.0% |
| 6M | -10.2% | -17.6% | +7.4% | -6.2% |
| YTD | +4.9% | +5.6% | -0.7% | +0.2% |
| 1Y | +36.1% | +20.5% | +15.6% | +24.2% |
| 3Y | +416.5% | -14.8% | +431.3% | +397.1% |
| All | +416.5% | -14.3% | +430.8% | +397.1% |
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 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