+86.3%
FOXA vs ODFL
+285.6%
-199.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.3% |
| 7D | -5.4% | -3.0% | -2.4% | -4.6% |
| 30D | +1.1% | -14.3% | +15.4% | +5.7% |
| 3M | -6.1% | -26.7% | +20.6% | +2.7% |
| 6M | +8.2% | -7.5% | +15.7% | +9.9% |
| YTD | -11.8% | +16.5% | -28.3% | -17.2% |
| 1Y | +9.9% | +23.5% | -13.6% | +0.8% |
| 3Y | +110.7% | -12.1% | +122.8% | +107.5% |
| 5Y | +86.9% | +28.9% | +58.0% | +51.2% |
| All | +86.3% | +285.6% | -199.3% | -16.8% |
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