+115.8%
FCX vs ODFL
+25.4%
+90.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.3% | -3.3% | +1.0% | -1.0% |
| 30D | +2.7% | -15.3% | +18.0% | +9.6% |
| 3M | +7.4% | -27.3% | +34.7% | +21.4% |
| 6M | +16.0% | -4.5% | +20.5% | +16.5% |
| YTD | +40.9% | +15.1% | +25.8% | +29.3% |
| 1Y | +56.4% | +21.1% | +35.3% | +39.7% |
| 3Y | +84.2% | -14.1% | +98.3% | +82.3% |
| All | +115.8% | +25.4% | +90.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling