-99.1%
FCEL vs ODFL
+742.1%
-841.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +6.3% | -3.3% | +9.6% | +8.6% |
| 30D | -26.7% | -15.3% | -11.4% | -19.3% |
| 3M | -10.2% | -27.3% | +17.1% | +6.0% |
| 6M | +123.5% | -4.5% | +128.0% | +115.2% |
| YTD | +117.4% | +15.1% | +102.2% | +80.0% |
| 1Y | +146.0% | +21.1% | +124.9% | +95.4% |
| 3Y | -61.9% | -14.1% | -47.8% | -63.7% |
| 5Y | -90.5% | +26.6% | -117.1% | -93.3% |
| All | -99.1% | +742.1% | -841.3% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling