+1,988.1%
ODFL vs FIVE
+868.1%
+1,120.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.1% |
| 7D | -6.3% | +4.3% | -10.5% | -7.2% |
| 30D | -13.6% | +12.5% | -26.1% | -16.2% |
| 3M | -24.2% | +31.2% | -55.4% | -29.2% |
| 6M | -13.8% | +14.4% | -28.1% | -17.5% |
| YTD | +19.0% | +33.9% | -14.9% | +9.6% |
| 1Y | +25.7% | +65.1% | -39.4% | +9.7% |
| 3Y | -13.1% | +49.0% | -62.1% | -27.0% |
| 5Y | +26.7% | +30.3% | -3.6% | +6.7% |
| 10Y | +721.5% | +481.1% | +240.4% | +391.5% |
| All | +1,988.1% | +868.1% | +1,120.0% | +1,006.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling