-2.3%
FERG vs ODFL
+28.2%
-30.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | 0.0% | -6.3% | +6.2% | +2.2% |
| 30D | -10.2% | -13.6% | +3.4% | -5.7% |
| 3M | -0.6% | -24.2% | +23.6% | +8.8% |
| 6M | -6.5% | -13.8% | +7.3% | -3.0% |
| YTD | +4.2% | +19.0% | -14.9% | -4.3% |
| 1Y | -2.3% | +25.7% | -27.9% | -8.9% |
| All | -2.3% | +28.2% | -30.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling