+25.7%
ODFL vs USFR
+4.0%
+21.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.5% |
| 7D | -6.3% | +0.1% | -6.3% | -5.1% |
| 30D | -13.6% | +0.3% | -13.9% | -7.3% |
| 3M | -24.2% | +1.0% | -25.2% | -2.4% |
| 6M | -13.8% | +1.9% | -15.7% | +42.6% |
| YTD | +19.0% | +2.6% | +16.4% | +125.6% |
| 1Y | +25.7% | +4.0% | +21.7% | +189.6% |
| All | +25.7% | +4.0% | +21.7% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling