+29.7%
ODFL vs FIVE
+62.4%
-32.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +5.8% | +2.7% | +3.2% | +5.2% |
| 30D | -5.3% | +12.7% | -18.0% | -7.6% |
| 3M | -19.0% | +2.1% | -21.0% | -19.6% |
| 6M | -7.5% | +17.5% | -25.0% | -11.9% |
| YTD | +11.8% | +31.0% | -19.2% | +0.2% |
| 1Y | +29.7% | +67.7% | -38.1% | +0.9% |
| All | +29.7% | +62.4% | -32.8% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling