+163.6%
W vs ODFL
+751.0%
-587.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -4.2% | -6.3% | +2.1% | +1.2% |
| 30D | -7.6% | -13.6% | +6.0% | +4.3% |
| 3M | +37.2% | -24.2% | +61.3% | +72.3% |
| 6M | +26.3% | -13.8% | +40.1% | +39.6% |
| YTD | -1.0% | +19.0% | -20.0% | -20.1% |
| 1Y | +20.1% | +25.7% | -5.6% | -9.8% |
| 3Y | +37.8% | -13.1% | +50.9% | +39.7% |
| 5Y | -63.7% | +26.7% | -90.3% | -73.0% |
| 10Y | +156.3% | +721.5% | -565.2% | -41.9% |
| All | +163.6% | +751.0% | -587.4% | -44.0% |
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