+550.4%
ODFL vs FE
+110.9%
+439.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -5.4% | -0.5% | -4.9% | -5.3% |
| 30D | -7.7% | +4.3% | -12.0% | -8.7% |
| 3M | -20.8% | +0.4% | -21.2% | -21.0% |
| 6M | -15.0% | +6.9% | -22.0% | -16.7% |
| YTD | +7.6% | +8.0% | -0.4% | +5.0% |
| 1Y | +22.7% | +4.8% | +17.9% | +20.6% |
| 3Y | -12.9% | +49.0% | -61.8% | -24.0% |
| 5Y | -0.1% | +46.2% | -46.3% | -12.6% |
| 10Y | +550.4% | +120.9% | +429.5% | +455.0% |
| All | +550.4% | +110.9% | +439.5% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling