-14.8%
ODFL vs FN
+101.0%
-115.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.7% | -15.0% | -4.4% |
| 7D | -4.4% | 0.0% | -4.4% | -4.7% |
| 30D | -6.1% | -34.3% | +28.2% | -2.4% |
| 3M | -21.9% | -39.9% | +18.0% | -18.4% |
| 6M | -17.6% | -51.8% | +34.3% | -12.5% |
| YTD | +5.6% | -28.1% | +33.8% | +4.4% |
| 1Y | +20.5% | -29.1% | +49.6% | +18.8% |
| 3Y | -14.8% | +102.4% | -117.3% | -38.2% |
| All | -14.8% | +101.0% | -115.8% | -38.2% |
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