+169.7%
EXE vs ODFL
+71.0%
+98.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -3.1% | -3.3% | +0.1% | -2.8% |
| 30D | -0.9% | -15.3% | +14.4% | +1.0% |
| 3M | +9.6% | -27.3% | +36.9% | +13.8% |
| 6M | -11.6% | -4.5% | -7.1% | -11.9% |
| YTD | -12.6% | +15.1% | -27.7% | -15.7% |
| 1Y | +1.2% | +21.1% | -19.9% | -3.5% |
| 3Y | +18.0% | -14.1% | +32.1% | +17.3% |
| 5Y | +101.1% | +26.6% | +74.5% | +74.6% |
| All | +169.7% | +71.0% | +98.8% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling