+531.6%
FICO vs ODFL
+615.5%
-83.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.1% |
| 7D | -0.1% | -3.0% | +3.0% | +1.2% |
| 30D | +8.4% | -6.1% | +14.5% | +11.1% |
| 3M | -30.5% | -20.9% | -9.6% | -23.3% |
| 6M | -35.7% | -13.6% | -22.1% | -32.1% |
| YTD | -57.2% | +9.4% | -66.6% | -60.1% |
| 1Y | -58.4% | +22.9% | -81.3% | -63.4% |
| 3Y | -24.8% | -9.8% | -15.0% | -27.6% |
| 5Y | +79.3% | -0.4% | +79.6% | +55.5% |
| 10Y | +531.6% | +592.4% | -60.7% | +137.6% |
| All | +531.6% | +615.5% | -83.9% | +137.6% |
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