+28.9%
ODFL vs FFIV
+100.0%
-71.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -4.4% |
| 7D | -3.0% | +3.5% | -6.5% | -4.5% |
| 30D | -14.3% | -1.3% | -13.0% | -13.9% |
| 3M | -26.7% | +2.4% | -29.1% | -28.2% |
| 6M | -7.5% | +41.8% | -49.3% | -23.0% |
| YTD | +16.5% | +58.5% | -42.0% | -8.7% |
| 1Y | +23.5% | +24.3% | -0.8% | +8.1% |
| 3Y | -12.1% | +152.0% | -164.1% | -48.4% |
| 5Y | +28.9% | +99.1% | -70.2% | -15.7% |
| All | +28.9% | +100.0% | -71.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling