+24.4%
ODFL vs FN
-21.9%
+46.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +0.9% |
| 7D | +0.6% | +20.8% | -20.1% | -0.1% |
| 30D | -6.3% | -17.3% | +11.0% | -5.7% |
| 3M | -19.1% | -38.1% | +19.0% | -17.6% |
| 6M | -9.9% | -44.2% | +34.3% | -8.0% |
| YTD | +9.9% | -22.3% | +32.2% | +9.6% |
| 1Y | +24.4% | -20.9% | +45.3% | +23.1% |
| All | +24.4% | -21.9% | +46.3% | +23.1% |
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