+24.8%
ODFL vs FN
-20.4%
+45.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.9% | -8.2% | +3.1% |
| 7D | -3.0% | +16.3% | -19.3% | -3.6% |
| 30D | -6.1% | -24.7% | +18.7% | -5.1% |
| 3M | -20.9% | -34.9% | +14.0% | -19.6% |
| 6M | -13.6% | -41.1% | +27.5% | -12.0% |
| YTD | +9.4% | -19.6% | +29.1% | +9.1% |
| All | +24.8% | -20.4% | +45.3% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling