-83.6%
FIG vs ODFL
+16.3%
-99.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -13.1% | -6.3% | -6.8% | -11.9% |
| 3M | -20.3% | -19.1% | -1.2% | -17.4% |
| 6M | -2.1% | -9.9% | +7.8% | -0.8% |
| YTD | -49.4% | +9.9% | -59.3% | -53.3% |
| 1Y | -57.0% | +24.4% | -81.4% | -62.5% |
| All | -83.6% | +16.3% | -99.9% | -85.6% |
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