+3,800.0%
FIX vs ODFL
+615.5%
+3,184.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +7.8% |
| 7D | -7.2% | -3.0% | -4.2% | -5.9% |
| 30D | -35.1% | -6.1% | -29.0% | -33.5% |
| 3M | -34.3% | -20.9% | -13.4% | -27.6% |
| 6M | -42.9% | -13.6% | -29.3% | -40.1% |
| YTD | +19.5% | +9.4% | +10.0% | +10.7% |
| 1Y | +16.8% | +22.9% | -6.1% | +2.3% |
| 3Y | +506.7% | -9.8% | +516.5% | +482.6% |
| 5Y | +1,046.7% | -0.4% | +1,047.1% | +896.5% |
| 10Y | +3,800.0% | +592.4% | +3,207.6% | +1,000.1% |
| All | +3,800.0% | +615.5% | +3,184.4% | +1,000.1% |
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