+351.3%
FERG vs ODFL
+742.1%
-390.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -3.3% | +0.7% | -1.7% |
| 30D | -8.9% | -15.3% | +6.4% | -4.7% |
| 3M | -2.0% | -27.3% | +25.3% | +6.6% |
| 6M | -3.2% | -4.5% | +1.3% | -2.4% |
| YTD | +1.5% | +15.1% | -13.6% | -3.1% |
| 1Y | +0.5% | +21.1% | -20.6% | -5.5% |
| 3Y | +50.4% | -14.1% | +64.5% | +51.3% |
| 5Y | +68.7% | +26.6% | +42.1% | +53.9% |
| All | +351.3% | +742.1% | -390.8% | +229.9% |
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 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