+28.9%
ODFL vs FROG
+133.6%
-104.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | -3.0% | -4.8% | +1.8% | -2.5% |
| 30D | -14.3% | -0.9% | -13.3% | -14.3% |
| 3M | -26.7% | +7.5% | -34.2% | -27.7% |
| 6M | -7.5% | +107.0% | -114.5% | -16.6% |
| YTD | +16.5% | +39.8% | -23.3% | +9.5% |
| 1Y | +23.5% | +74.8% | -51.3% | +11.1% |
| 3Y | -12.1% | +219.3% | -231.3% | -32.8% |
| 5Y | +28.9% | +133.0% | -104.1% | -5.0% |
| All | +28.9% | +133.6% | -104.7% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling