+35.3%
W vs ODFL
-12.7%
+48.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +2.0% |
| 7D | +5.9% | -3.0% | +8.9% | +8.0% |
| 30D | -3.0% | -14.3% | +11.2% | +7.2% |
| 3M | +40.3% | -26.7% | +67.1% | +71.8% |
| 6M | +32.2% | -7.5% | +39.7% | +37.0% |
| YTD | -0.3% | +16.5% | -16.8% | -15.3% |
| 1Y | +16.2% | +23.5% | -7.4% | -7.4% |
| All | +35.3% | -12.7% | +48.0% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling