+723.3%
ODFL vs FDS
+66.9%
+656.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +1.7% |
| 7D | -2.8% | -16.0% | +13.2% | +4.4% |
| 30D | -13.7% | -6.7% | -6.9% | -11.5% |
| 3M | -23.4% | +6.0% | -29.3% | -26.4% |
| 6M | -7.2% | +25.1% | -32.3% | -18.9% |
| YTD | +15.6% | -8.1% | +23.8% | +15.9% |
| 1Y | +24.2% | -26.0% | +50.2% | +37.5% |
| 3Y | -12.8% | -36.4% | +23.7% | +3.7% |
| 5Y | +27.1% | -27.7% | +54.9% | +41.5% |
| All | +723.3% | +66.9% | +656.4% | +493.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling