+489.2%
VALE vs ODFL
+742.1%
-252.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.3% | -3.3% | +3.0% | +0.8% |
| 30D | +8.6% | -15.3% | +23.9% | +14.5% |
| 3M | +2.0% | -27.3% | +29.3% | +12.6% |
| 6M | +2.1% | -4.5% | +6.6% | +2.3% |
| YTD | +20.2% | +15.1% | +5.1% | +12.0% |
| 1Y | +55.2% | +21.1% | +34.1% | +41.3% |
| 3Y | +45.9% | -14.1% | +60.0% | +43.2% |
| 5Y | +41.4% | +26.6% | +14.8% | +9.1% |
| All | +489.2% | +742.1% | -252.9% | +48.9% |
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