+65.5%
FDX vs ODFL
+29.4%
+36.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -1.4% | -13.4% | +12.0% | +5.1% |
| 3M | -4.5% | -24.2% | +19.7% | +7.9% |
| 6M | +9.4% | -3.3% | +12.7% | +10.3% |
| YTD | +36.0% | +19.8% | +16.2% | +23.3% |
| 1Y | +75.5% | +24.5% | +51.0% | +55.4% |
| 3Y | +62.8% | -9.6% | +72.4% | +60.8% |
| All | +65.5% | +29.4% | +36.1% | +26.7% |
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