-14.8%
ODFL vs FE
+44.1%
-58.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -6.1% | +5.2% | -11.3% | -6.3% |
| 3M | -21.9% | 0.0% | -21.8% | -21.9% |
| 6M | -17.6% | +5.0% | -22.6% | -17.6% |
| YTD | +5.6% | +7.9% | -2.3% | +5.5% |
| 1Y | +20.5% | +6.3% | +14.2% | +20.4% |
| 3Y | -14.8% | +46.0% | -60.8% | -20.1% |
| All | -14.8% | +44.1% | -58.9% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling