+725.3%
ODFL vs FN
+899.8%
-174.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.5% |
| 7D | -6.3% | -1.7% | -4.6% | -6.0% |
| 30D | -13.6% | -22.0% | +8.4% | -10.0% |
| 3M | -24.2% | -43.0% | +18.8% | -17.1% |
| 6M | -13.8% | -27.7% | +14.0% | -11.8% |
| YTD | +19.0% | -10.5% | +29.6% | +14.8% |
| 1Y | +25.7% | +12.5% | +13.2% | +13.9% |
| 3Y | -13.1% | +153.8% | -166.9% | -39.9% |
| 5Y | +26.7% | +288.0% | -261.3% | -24.5% |
| All | +725.3% | +899.8% | -174.4% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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