+46.5%
F vs ODFL
+27.3%
+19.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.9% | -4.5% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +1.2% | -13.4% | +14.7% | +7.0% |
| 3M | -5.7% | -24.2% | +18.5% | +4.9% |
| 6M | +17.9% | -3.3% | +21.3% | +18.0% |
| YTD | +10.4% | +19.8% | -9.4% | -0.1% |
| 1Y | +25.3% | +24.5% | +0.8% | +11.0% |
| 3Y | +37.5% | -9.6% | +47.1% | +33.2% |
| 5Y | +46.5% | +28.0% | +18.5% | +21.1% |
| All | +46.5% | +27.3% | +19.2% | +21.1% |
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