+59.6%
FCX vs ODFL
+28.2%
+31.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.9% | -6.3% | +1.4% | -3.2% |
| 30D | +4.8% | -13.6% | +18.4% | +8.7% |
| 3M | +4.6% | -24.2% | +28.8% | +12.0% |
| 6M | +10.8% | -13.8% | +24.6% | +13.7% |
| YTD | +44.2% | +19.0% | +25.2% | +34.3% |
| 1Y | +59.6% | +25.7% | +33.9% | +44.2% |
| All | +59.6% | +28.2% | +31.4% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling