+1,011.8%
ODFL vs USFR
+27.6%
+984.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -13.4% | +0.3% | -13.7% | -13.5% |
| 3M | -24.2% | +1.0% | -25.2% | -24.3% |
| 6M | -3.3% | +1.9% | -5.2% | -3.6% |
| YTD | +19.8% | +2.7% | +17.1% | +19.3% |
| 1Y | +24.5% | +4.0% | +20.5% | +23.7% |
| 3Y | -9.6% | +14.0% | -23.7% | -12.0% |
| 5Y | +28.0% | +20.4% | +7.6% | +22.9% |
| 10Y | +735.3% | +28.1% | +707.2% | +688.4% |
| All | +1,011.8% | +27.6% | +984.2% | +923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling