+3,644.4%
FIX vs ODFL
+573.4%
+3,071.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -13.9% | -5.4% | -8.5% | -11.7% |
| 30D | -35.5% | -7.7% | -27.9% | -33.4% |
| 3M | -33.9% | -20.8% | -13.1% | -27.2% |
| 6M | -43.3% | -15.0% | -28.3% | -40.1% |
| YTD | +18.7% | +7.6% | +11.1% | +10.8% |
| 1Y | +13.8% | +22.7% | -9.0% | -0.3% |
| 3Y | +495.0% | -12.9% | +507.8% | +481.0% |
| 5Y | +1,049.0% | -0.1% | +1,049.1% | +894.4% |
| 10Y | +3,644.4% | +550.4% | +3,094.0% | +1,009.1% |
| All | +3,644.4% | +573.4% | +3,071.1% | +1,009.1% |
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