-36.4%
FICO vs ODFL
+21.5%
-58.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.0% | +6.1% |
| 7D | -10.6% | -3.0% | -7.6% | -9.9% |
| 30D | -6.3% | -14.3% | +7.9% | -2.3% |
| 3M | -19.7% | -26.7% | +7.0% | -13.0% |
| 6M | -31.8% | -7.5% | -24.3% | -31.0% |
| YTD | -41.8% | +16.5% | -58.4% | -43.4% |
| 1Y | -36.4% | +23.5% | -60.0% | -36.5% |
| All | -36.4% | +21.5% | -58.0% | -36.5% |
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