-58.5%
FIG vs ODFL
+24.1%
-82.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | -3.8% | -3.3% | -0.5% | -3.3% |
| 30D | -2.3% | -15.3% | +13.0% | +0.3% |
| 3M | +20.0% | -27.3% | +47.3% | +26.0% |
| 6M | -16.7% | -4.5% | -12.2% | -18.4% |
| YTD | -37.9% | +15.1% | -53.1% | -44.6% |
| 1Y | -58.5% | +21.1% | -79.6% | -61.2% |
| All | -58.5% | +24.1% | -82.7% | -61.2% |
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