+30,087.6%
ODFL vs EXPD
+31,062.4%
-974.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -2.5% |
| 7D | -4.4% | -7.2% | +2.7% | -1.8% |
| 30D | -6.1% | -3.3% | -2.8% | -4.9% |
| 3M | -21.9% | +3.4% | -25.3% | -22.8% |
| 6M | -17.6% | +22.7% | -40.3% | -23.4% |
| YTD | +5.6% | +24.5% | -18.9% | -2.8% |
| 1Y | +20.5% | +38.6% | -18.1% | +6.8% |
| 3Y | -14.8% | +71.5% | -86.3% | -29.9% |
| 5Y | -3.0% | +56.2% | -59.2% | -16.7% |
| 10Y | +607.6% | +310.5% | +297.2% | +351.5% |
| All | +30,087.6% | +31,062.4% | -974.8% | +14,826.0% |
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