+95.5%
ODFL vs FROG
+24.4%
+71.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -2.8% | -2.2% | -0.6% | -2.6% |
| 30D | -13.7% | +3.0% | -16.6% | -14.0% |
| 3M | -23.4% | +10.3% | -33.7% | -24.5% |
| 6M | -7.2% | +116.7% | -123.9% | -15.7% |
| YTD | +15.6% | +41.9% | -26.3% | +9.2% |
| 1Y | +24.2% | +78.5% | -54.3% | +12.9% |
| 3Y | -12.8% | +224.1% | -236.9% | -30.0% |
| 5Y | +27.1% | +142.4% | -115.3% | -0.4% |
| All | +95.5% | +24.4% | +71.1% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling