-62.4%
W vs ODFL
+29.4%
-91.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | 0.0% |
| 7D | +6.5% | +0.2% | +6.3% | +6.3% |
| 30D | -6.2% | -13.4% | +7.2% | +6.0% |
| 3M | +48.9% | -24.2% | +73.0% | +88.3% |
| 6M | +31.2% | -3.3% | +34.5% | +31.4% |
| YTD | -0.4% | +19.8% | -20.2% | -21.8% |
| 1Y | +14.8% | +24.5% | -9.7% | -15.3% |
| 3Y | +40.5% | -9.6% | +50.1% | +35.3% |
| All | -62.4% | +29.4% | -91.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling