+33,922.4%
ODFL vs EXPD
+31,769.7%
+2,152.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -6.3% | -1.1% | -5.1% | -5.9% |
| 30D | -13.6% | +4.1% | -17.7% | -14.8% |
| 3M | -24.2% | +17.9% | -42.1% | -28.5% |
| 6M | -13.8% | +29.2% | -43.0% | -21.5% |
| YTD | +19.0% | +27.4% | -8.3% | +8.7% |
| 1Y | +25.7% | +56.8% | -31.2% | +6.3% |
| 3Y | -13.1% | +68.0% | -81.2% | -28.0% |
| 5Y | +26.7% | +61.9% | -35.2% | +7.2% |
| 10Y | +721.5% | +316.0% | +405.5% | +421.2% |
| All | +33,922.4% | +31,769.7% | +2,152.7% | +16,583.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling