+535.4%
ODFL vs FN
+763.2%
-227.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.4% |
| 7D | +0.6% | +20.8% | -20.1% | -3.0% |
| 30D | -6.3% | -17.3% | +11.0% | -4.1% |
| 3M | -19.1% | -38.1% | +19.0% | -13.4% |
| 6M | -9.9% | -44.2% | +34.3% | -3.4% |
| YTD | +9.9% | -22.3% | +32.2% | +7.0% |
| 1Y | +24.4% | -20.9% | +45.3% | +19.8% |
| 3Y | -11.0% | +111.1% | -122.1% | -37.2% |
| 5Y | -1.4% | +191.8% | -193.2% | -38.6% |
| All | +535.4% | +763.2% | -227.8% | +204.4% |
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