+7,716.4%
TPR vs ODFL
+46,456.9%
-38,740.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | -6.3% | +4.0% | 0.0% |
| 30D | -23.0% | -13.6% | -9.4% | -18.9% |
| 3M | -12.5% | -24.2% | +11.7% | -3.7% |
| 6M | -21.4% | -13.8% | -7.6% | -18.0% |
| YTD | -3.5% | +19.0% | -22.6% | -11.5% |
| 1Y | +17.4% | +25.7% | -8.3% | +5.1% |
| 3Y | +291.3% | -13.1% | +304.4% | +288.2% |
| 5Y | +241.9% | +26.7% | +215.3% | +187.4% |
| 10Y | +322.7% | +721.5% | -398.8% | +87.3% |
| All | +7,716.4% | +46,456.9% | -38,740.4% | +1,362.4% |
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