+810.9%
ODFL vs USFD
+329.0%
+481.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -6.3% | -3.0% | -3.3% | -5.6% |
| 30D | -13.6% | +3.5% | -17.1% | -14.4% |
| 3M | -24.2% | +26.6% | -50.7% | -28.6% |
| 6M | -13.8% | +11.7% | -25.5% | -16.4% |
| YTD | +19.0% | +38.1% | -19.1% | +9.0% |
| 1Y | +25.7% | +33.4% | -7.7% | +15.8% |
| 3Y | -13.1% | +155.8% | -168.9% | -31.7% |
| 5Y | +26.7% | +214.0% | -187.4% | -5.5% |
| 10Y | +721.5% | +320.4% | +401.1% | +496.2% |
| All | +810.9% | +329.0% | +481.9% | +557.6% |
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