+546.0%
ODFL vs USFD
+359.9%
+186.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.8% | +1.7% | +4.2% | +5.4% |
| 30D | -5.3% | +10.2% | -15.5% | -7.6% |
| 3M | -19.0% | -1.5% | -17.5% | -18.8% |
| 6M | -7.5% | +27.3% | -34.8% | -13.2% |
| YTD | +11.8% | +44.0% | -32.2% | +1.1% |
| 1Y | +29.7% | +50.4% | -20.7% | +15.8% |
| 3Y | -9.1% | +153.6% | -162.7% | -28.6% |
| 5Y | +0.2% | +219.0% | -218.7% | -25.7% |
| All | +546.0% | +359.9% | +186.1% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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