-34.0%
FICO vs ODFL
-15.9%
-18.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.8% |
| 3M | -31.7% | -21.9% | -9.9% | -25.8% |
| 6M | -34.0% | -17.6% | -16.4% | -24.9% |
| All | -34.0% | -15.9% | -18.1% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling