+101.3%
ODFL vs FROG
+22.9%
+78.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -6.3% | -11.3% | +5.0% | -5.1% |
| 30D | -13.6% | +3.6% | -17.2% | -14.0% |
| 3M | -24.2% | +1.7% | -25.8% | -24.7% |
| 6M | -13.8% | +123.5% | -137.3% | -22.1% |
| YTD | +19.0% | +40.2% | -21.2% | +12.5% |
| 1Y | +25.7% | +81.0% | -55.3% | +14.0% |
| 3Y | -13.1% | +194.8% | -207.9% | -29.3% |
| 5Y | +26.7% | +131.8% | -105.1% | -0.5% |
| All | +101.3% | +22.9% | +78.4% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling