-35.7%
U vs ODFL
+94.4%
-130.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.7% |
| 7D | +5.5% | -3.3% | +8.8% | +7.6% |
| 30D | -1.3% | -15.3% | +14.0% | +8.6% |
| 3M | +64.6% | -27.3% | +91.9% | +96.6% |
| 6M | +119.4% | -4.5% | +123.9% | +118.1% |
| YTD | -0.5% | +15.1% | -15.6% | -14.4% |
| 1Y | +1.3% | +21.1% | -19.8% | -17.0% |
| 3Y | +15.6% | -14.1% | +29.7% | +10.9% |
| 5Y | -67.5% | +26.6% | -94.0% | -78.3% |
| All | -35.7% | +94.4% | -130.0% | -65.8% |
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