+535.4%
ODFL vs FIVE
+505.3%
+30.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +0.6% | +2.4% | -1.8% | 0.0% |
| 30D | -6.3% | +15.8% | -22.1% | -9.9% |
| 3M | -19.1% | +3.8% | -22.9% | -20.2% |
| 6M | -9.9% | +18.5% | -28.5% | -14.9% |
| YTD | +9.9% | +31.2% | -21.3% | +0.6% |
| 1Y | +24.4% | +61.8% | -37.4% | +7.6% |
| 3Y | -11.0% | +39.9% | -50.9% | -25.4% |
| 5Y | -1.4% | +18.3% | -19.7% | -16.5% |
| All | +535.4% | +505.3% | +30.0% | +265.8% |
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