+737.5%
ODFL vs USFD
+353.4%
+384.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.6% | +2.9% |
| 7D | -3.0% | +3.9% | -6.9% | -4.0% |
| 30D | -6.1% | +12.8% | -18.9% | -8.8% |
| 3M | -20.9% | +1.0% | -21.9% | -21.2% |
| 6M | -13.6% | +30.3% | -43.9% | -19.3% |
| YTD | +9.4% | +46.0% | -36.5% | -1.2% |
| 1Y | +22.9% | +49.6% | -26.7% | +10.1% |
| 3Y | -9.8% | +166.3% | -176.1% | -29.8% |
| 5Y | -0.4% | +208.4% | -208.7% | -25.6% |
| 10Y | +592.4% | +371.2% | +221.2% | +397.2% |
| All | +737.5% | +353.4% | +384.1% | +496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling