+101.7%
FICO vs ODFL
+27.3%
+74.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -15.4% | +0.2% | -15.6% | -15.5% |
| 30D | -10.4% | -13.4% | +3.1% | -5.5% |
| 3M | -22.7% | -24.2% | +1.5% | -14.5% |
| 6M | -36.8% | -3.3% | -33.5% | -36.5% |
| YTD | -44.8% | +19.8% | -64.6% | -49.3% |
| 1Y | -39.3% | +24.5% | -63.9% | -45.4% |
| 3Y | +3.7% | -9.6% | +13.4% | +2.0% |
| 5Y | +101.7% | +28.0% | +73.7% | +52.8% |
| All | +101.7% | +27.3% | +74.4% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling