+46,456.9%
ODFL vs FDS
+9,502.8%
+36,954.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.1% |
| 7D | -6.3% | -1.9% | -4.4% | -5.8% |
| 30D | -13.6% | +9.0% | -22.6% | -15.8% |
| 3M | -24.2% | +18.9% | -43.0% | -28.5% |
| 6M | -13.8% | +35.1% | -48.9% | -22.4% |
| YTD | +19.0% | +5.5% | +13.5% | +14.3% |
| 1Y | +25.7% | -16.8% | +42.5% | +28.5% |
| 3Y | -13.1% | -28.1% | +14.9% | -7.4% |
| 5Y | +26.7% | -17.4% | +44.1% | +30.2% |
| 10Y | +721.5% | +85.4% | +636.1% | +572.9% |
| All | +46,456.9% | +9,502.8% | +36,954.0% | +26,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling