-24.1%
FICO vs ODFL
-14.3%
-9.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.6% |
| 7D | -0.9% | -4.4% | +3.5% | +0.3% |
| 30D | +3.3% | -6.1% | +9.4% | +5.0% |
| 3M | -31.7% | -21.9% | -9.9% | -26.8% |
| 6M | -34.0% | -17.6% | -16.4% | -30.4% |
| YTD | -58.3% | +5.6% | -63.9% | -59.5% |
| 1Y | -57.9% | +20.5% | -78.5% | -60.8% |
| 3Y | -24.1% | -14.8% | -9.3% | -23.8% |
| All | -24.1% | -14.3% | -9.7% | -23.8% |
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