+592.4%
ODFL vs FIVE
+596.6%
-4.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.2% |
| 7D | -3.0% | +6.2% | -9.2% | -4.6% |
| 30D | -6.1% | +18.2% | -24.3% | -10.2% |
| 3M | -20.9% | +3.8% | -24.7% | -22.0% |
| 6M | -13.6% | +13.7% | -27.3% | -17.5% |
| YTD | +9.4% | +34.7% | -25.3% | -0.6% |
| 1Y | +22.9% | +66.6% | -43.7% | +5.4% |
| 3Y | -9.8% | +44.3% | -54.1% | -25.0% |
| 5Y | -0.4% | +18.8% | -19.1% | -15.7% |
| 10Y | +592.4% | +569.2% | +23.2% | +284.3% |
| All | +592.4% | +596.6% | -4.2% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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