+156.4%
EXPE vs ODFL
+745.7%
-589.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.9% |
| 7D | -8.7% | -2.8% | -5.9% | -7.6% |
| 30D | -13.6% | -13.7% | 0.0% | -8.4% |
| 3M | +26.6% | -23.4% | +50.0% | +40.4% |
| 6M | +19.9% | -7.2% | +27.1% | +21.6% |
| YTD | -1.7% | +15.6% | -17.3% | -10.5% |
| 1Y | +29.4% | +24.2% | +5.3% | +13.7% |
| 3Y | +155.7% | -12.8% | +168.4% | +151.4% |
| 5Y | +93.1% | +27.1% | +66.0% | +52.1% |
| All | +156.4% | +745.7% | -589.3% | +19.8% |
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