+196.7%
W vs ODFL
+699.1%
-502.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -1.0% |
| 7D | +0.2% | +5.8% | -5.7% | -4.5% |
| 30D | +6.8% | -5.3% | +12.1% | +11.4% |
| 3M | +10.7% | -19.0% | +29.6% | +30.8% |
| 6M | +86.3% | -7.5% | +93.8% | +95.5% |
| YTD | +11.5% | +11.8% | -0.3% | -5.9% |
| 1Y | +5.1% | +29.7% | -24.6% | -23.6% |
| 3Y | +171.0% | -9.1% | +180.1% | +160.1% |
| 5Y | -56.6% | +0.2% | -56.8% | -61.2% |
| 10Y | +213.4% | +566.3% | -352.9% | -20.6% |
| All | +196.7% | +699.1% | -502.4% | -34.0% |
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