+550.8%
ODFL vs EXPD
+337.7%
+213.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | -0.7% |
| 7D | -5.0% | -1.6% | -3.4% | -3.8% |
| 30D | -6.3% | +0.6% | -6.9% | -6.7% |
| 3M | -18.5% | +9.8% | -28.3% | -24.1% |
| 6M | -12.4% | +25.8% | -38.1% | -26.3% |
| YTD | +9.2% | +31.3% | -22.1% | -12.6% |
| 1Y | +23.0% | +40.9% | -18.0% | -6.8% |
| 3Y | -11.6% | +74.7% | -86.3% | -44.3% |
| 5Y | +0.1% | +62.9% | -62.7% | -33.9% |
| 10Y | +550.8% | +334.3% | +216.5% | +102.5% |
| All | +550.8% | +337.7% | +213.1% | +102.5% |
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