+549.1%
FICO vs ODFL
+544.5%
+4.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.9% |
| 7D | +4.0% | -5.0% | +8.9% | +6.2% |
| 30D | -1.5% | -6.3% | +4.8% | +1.0% |
| 3M | -29.8% | -18.5% | -11.3% | -23.6% |
| 6M | -33.3% | -12.4% | -20.9% | -30.0% |
| YTD | -56.9% | +9.2% | -66.1% | -59.8% |
| 1Y | -59.5% | +23.0% | -82.4% | -64.3% |
| 3Y | -26.9% | -11.6% | -15.3% | -28.9% |
| 5Y | +92.9% | +0.1% | +92.8% | +66.6% |
| All | +549.1% | +544.5% | +4.6% | +128.4% |
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