-28.9%
FICO vs ODFL
-9.1%
-19.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +2.2% | +5.8% | -3.6% | +0.5% |
| 30D | +0.1% | -5.3% | +5.4% | +1.5% |
| 3M | -35.2% | -19.0% | -16.2% | -31.2% |
| 6M | -32.4% | -7.5% | -24.9% | -31.1% |
| YTD | -57.4% | +11.8% | -69.2% | -59.3% |
| 1Y | -58.5% | +29.7% | -88.2% | -62.2% |
| 3Y | -28.9% | -9.1% | -19.7% | -30.3% |
| All | -28.9% | -9.1% | -19.7% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling