-10.7%
ODFL vs EXPD
+68.7%
-79.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -6.3% | -1.1% | -5.1% | -5.5% |
| 30D | -13.6% | +4.1% | -17.7% | -15.9% |
| 3M | -24.2% | +17.9% | -42.1% | -32.1% |
| 6M | -13.8% | +29.2% | -43.0% | -27.7% |
| YTD | +19.0% | +27.4% | -8.3% | -0.1% |
| 1Y | +25.7% | +56.8% | -31.2% | -10.1% |
| All | -10.7% | +68.7% | -79.4% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling