+153.3%
FDX vs ODFL
+555.8%
-402.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.1% |
| 7D | +0.5% | -5.4% | +5.9% | +3.4% |
| 30D | +9.5% | -7.7% | +17.2% | +13.9% |
| 3M | -1.3% | -20.8% | +19.5% | +10.6% |
| 6M | +5.5% | -15.0% | +20.6% | +13.4% |
| YTD | +38.9% | +7.6% | +31.3% | +30.7% |
| 1Y | +58.8% | +22.7% | +36.1% | +38.9% |
| 3Y | +71.1% | -12.9% | +84.0% | +71.2% |
| 5Y | +76.3% | -0.1% | +76.4% | +56.0% |
| All | +153.3% | +555.8% | -402.5% | -24.8% |
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