+723.3%
ODFL vs FFIV
+238.2%
+485.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | -2.8% | +1.6% | -4.4% | -3.6% |
| 30D | -13.7% | -3.7% | -9.9% | -12.4% |
| 3M | -23.4% | +2.0% | -25.3% | -24.7% |
| 6M | -7.2% | +39.3% | -46.4% | -21.5% |
| YTD | +15.6% | +56.1% | -40.5% | -7.7% |
| 1Y | +24.2% | +22.0% | +2.2% | +10.0% |
| 3Y | -12.8% | +148.2% | -161.0% | -45.6% |
| 5Y | +27.1% | +96.3% | -69.2% | -13.6% |
| All | +723.3% | +238.2% | +485.1% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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