-9.1%
ODFL vs FROG
+335.2%
-344.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.5% |
| 7D | +5.8% | +12.5% | -6.7% | +5.3% |
| 30D | -5.3% | +23.5% | -28.9% | -6.4% |
| 3M | -19.0% | +19.4% | -38.4% | -19.8% |
| 6M | -7.5% | +77.0% | -84.5% | -10.8% |
| YTD | +11.8% | +81.9% | -70.1% | +7.1% |
| 1Y | +29.7% | +90.7% | -61.0% | +23.4% |
| 3Y | -9.1% | +328.5% | -337.7% | -31.5% |
| All | -9.1% | +335.2% | -344.4% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling