+855.0%
EXPE vs ODFL
+6,315.6%
-5,460.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -9.5% | -6.3% | -3.3% | -7.2% |
| 30D | -6.6% | -13.6% | +7.0% | -1.2% |
| 3M | +31.4% | -24.2% | +55.6% | +45.9% |
| 6M | +35.2% | -13.8% | +49.0% | +41.0% |
| YTD | +5.8% | +19.0% | -13.2% | -3.9% |
| 1Y | +38.7% | +25.7% | +13.0% | +22.7% |
| 3Y | +175.8% | -13.1% | +188.9% | +173.6% |
| 5Y | +111.8% | +26.7% | +85.2% | +74.2% |
| 10Y | +179.7% | +721.5% | -541.8% | +5.8% |
| All | +855.0% | +6,315.6% | -5,460.6% | +71.1% |
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 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