+21.1%
ODFL vs FDS
-27.2%
+48.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -3.3% | -14.0% | +10.7% | -1.8% |
| 30D | -15.3% | -6.2% | -9.1% | -14.7% |
| 3M | -27.3% | +10.2% | -37.5% | -27.8% |
| 6M | -4.5% | +27.4% | -31.9% | -7.3% |
| YTD | +15.1% | -9.3% | +24.4% | +16.1% |
| 1Y | +21.1% | -28.6% | +49.7% | +20.8% |
| All | +21.1% | -27.2% | +48.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling