-12.5%
ODFL vs FN
+108.7%
-121.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.2% |
| 7D | -5.4% | -4.1% | -1.4% | -5.2% |
| 30D | -7.7% | -28.3% | +20.7% | -4.9% |
| 3M | -20.8% | -33.9% | +13.0% | -18.1% |
| 6M | -15.0% | -43.9% | +28.9% | -11.4% |
| YTD | +7.6% | -23.4% | +31.1% | +5.7% |
| 1Y | +22.7% | -25.4% | +48.1% | +20.5% |
| All | -12.5% | +108.7% | -121.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling