+23.5%
ODFL vs FIVE
+64.7%
-41.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.2% |
| 7D | -3.0% | +1.7% | -4.7% | -3.3% |
| 30D | -14.3% | +5.0% | -19.3% | -15.2% |
| 3M | -26.7% | +29.5% | -56.2% | -30.8% |
| 6M | -7.5% | +12.4% | -19.9% | -10.7% |
| YTD | +16.5% | +31.2% | -14.7% | +7.0% |
| 1Y | +23.5% | +72.9% | -49.3% | +4.9% |
| All | +23.5% | +64.7% | -41.2% | +4.9% |
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