+2,320.2%
VALE vs ODFL
+31,040.9%
-28,720.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +2.9% | +0.2% | +2.8% | +2.9% |
| 30D | +8.8% | -13.4% | +22.2% | +14.7% |
| 3M | +6.8% | -24.2% | +30.9% | +17.7% |
| 6M | +6.9% | -3.3% | +10.2% | +6.7% |
| YTD | +22.8% | +19.8% | +3.1% | +11.8% |
| 1Y | +61.3% | +24.5% | +36.7% | +43.7% |
| 3Y | +53.3% | -9.6% | +62.9% | +47.0% |
| 5Y | +44.9% | +28.0% | +16.8% | +13.4% |
| 10Y | +486.8% | +735.3% | -248.5% | +105.0% |
| All | +2,320.2% | +31,040.9% | -28,720.7% | +279.0% |
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