+708.2%
ODFL vs USFD
+339.9%
+368.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -4.4% | +3.0% | -7.4% | -5.2% |
| 30D | -6.1% | +11.1% | -17.1% | -8.5% |
| 3M | -21.9% | -0.3% | -21.6% | -21.9% |
| 6M | -17.6% | +15.9% | -33.4% | -20.8% |
| YTD | +5.6% | +41.6% | -36.0% | -4.0% |
| 1Y | +20.5% | +49.4% | -28.9% | +8.0% |
| 3Y | -14.8% | +157.8% | -172.7% | -33.2% |
| 5Y | -3.0% | +176.6% | -179.6% | -26.1% |
| 10Y | +607.6% | +375.4% | +232.3% | +411.5% |
| All | +708.2% | +339.9% | +368.4% | +479.4% |
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