+2,664.3%
TSLA vs ODFL
+742.1%
+1,922.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.2% | -3.3% | +6.5% | +4.9% |
| 30D | +11.6% | -15.3% | +26.9% | +20.9% |
| 3M | -8.4% | -27.3% | +18.9% | +6.5% |
| 6M | -10.4% | -4.5% | -5.9% | -10.1% |
| YTD | -18.7% | +15.1% | -33.9% | -27.5% |
| 1Y | -0.9% | +21.1% | -22.0% | -14.7% |
| 3Y | +33.6% | -14.1% | +47.7% | +32.4% |
| 5Y | +48.9% | +26.6% | +22.3% | +14.7% |
| All | +2,664.3% | +742.1% | +1,922.2% | +934.7% |
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 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