+26.3%
ODFL vs FE
+45.0%
-18.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -6.3% | +1.9% | -8.2% | -6.8% |
| 30D | -13.6% | -1.2% | -12.4% | -13.4% |
| 3M | -24.2% | +3.5% | -27.7% | -24.9% |
| 6M | -13.8% | -6.1% | -7.7% | -12.4% |
| YTD | +19.0% | +7.6% | +11.4% | +16.2% |
| 1Y | +25.7% | +11.9% | +13.8% | +20.9% |
| 3Y | -13.1% | +48.4% | -61.6% | -26.7% |
| All | +26.3% | +45.0% | -18.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling