+88.3%
EXPE vs ODFL
+25.9%
+62.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.3% |
| 7D | -11.5% | -3.0% | -8.5% | -10.5% |
| 30D | -13.1% | -14.3% | +1.2% | -8.1% |
| 3M | +18.1% | -26.7% | +44.9% | +32.1% |
| 6M | +13.3% | -7.5% | +20.7% | +14.8% |
| YTD | -3.2% | +16.5% | -19.8% | -11.7% |
| 1Y | +26.1% | +23.5% | +2.6% | +11.8% |
| 3Y | +151.7% | -12.1% | +163.8% | +145.6% |
| 5Y | +88.3% | +28.9% | +59.4% | +46.1% |
| All | +88.3% | +25.9% | +62.4% | +46.1% |
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