+28.1%
ODFL vs FND
-62.2%
+90.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -14.3% | -19.6% | +5.3% | -7.0% |
| 3M | -26.7% | -4.3% | -22.4% | -26.5% |
| 6M | -7.5% | -20.4% | +13.0% | -1.1% |
| YTD | +16.5% | -21.9% | +38.4% | +24.9% |
| 1Y | +23.5% | -45.2% | +68.7% | +51.7% |
| 3Y | -12.1% | -49.2% | +37.2% | +4.3% |
| All | +28.1% | -62.2% | +90.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling