+1,311.2%
FERG vs ODFL
+4,245.6%
-2,934.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -3.3% | +0.7% | -1.9% |
| 30D | -8.9% | -15.3% | +6.4% | -5.9% |
| 3M | -2.0% | -27.3% | +25.3% | +4.0% |
| 6M | -3.2% | -4.5% | +1.3% | -2.5% |
| YTD | +1.5% | +15.1% | -13.6% | -1.6% |
| 1Y | +0.5% | +21.1% | -20.6% | -3.6% |
| 3Y | +50.4% | -14.1% | +64.5% | +51.2% |
| 5Y | +68.7% | +26.6% | +42.1% | +59.8% |
| 10Y | +351.3% | +736.4% | -385.1% | +286.5% |
| All | +1,311.2% | +4,245.6% | -2,934.5% | +1,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling