+105.4%
EXE vs ODFL
+26.9%
+78.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | -2.2% | -2.8% | +0.6% | -1.9% |
| 30D | -0.8% | -13.7% | +12.9% | +0.8% |
| 3M | +10.0% | -23.4% | +33.4% | +13.2% |
| 6M | -6.3% | -7.2% | +0.8% | -6.3% |
| YTD | -10.7% | +15.6% | -26.3% | -13.8% |
| 1Y | +2.7% | +24.2% | -21.5% | -2.2% |
| 3Y | +19.1% | -12.8% | +31.9% | +18.1% |
| 5Y | +105.4% | +27.1% | +78.3% | +90.7% |
| All | +105.4% | +26.9% | +78.5% | +90.7% |
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