+735.3%
ODFL vs EXPD
+308.0%
+427.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | -13.4% | +4.1% | -17.5% | -16.0% |
| 3M | -24.2% | +13.8% | -38.0% | -31.2% |
| 6M | -3.3% | +27.3% | -30.6% | -19.9% |
| YTD | +19.8% | +25.4% | -5.7% | -0.7% |
| 1Y | +24.5% | +54.4% | -29.8% | -12.7% |
| 3Y | -9.6% | +67.9% | -77.5% | -41.3% |
| 5Y | +28.0% | +59.2% | -31.1% | -14.2% |
| 10Y | +735.3% | +308.6% | +426.7% | +180.5% |
| All | +735.3% | +308.0% | +427.3% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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