+32.5%
ODFL vs FDS
-20.8%
+53.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +2.2% |
| 7D | +0.2% | -5.4% | +5.5% | +2.1% |
| 30D | -13.4% | +1.6% | -15.0% | -14.2% |
| 3M | -24.2% | +17.7% | -41.9% | -29.7% |
| 6M | -3.3% | +29.1% | -32.4% | -15.3% |
| YTD | +19.8% | +1.0% | +18.8% | +18.1% |
| 1Y | +24.5% | -21.6% | +46.2% | +41.7% |
| 3Y | -9.6% | -30.1% | +20.5% | +8.5% |
| All | +32.5% | -20.8% | +53.3% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling