-51.1%
FIS vs ODFL
+32.0%
-83.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.0% | -24.6% | -23.7% |
| 7D | -18.4% | +3.5% | -21.9% | -18.7% |
| 30D | -11.4% | 0.0% | -11.4% | -11.5% |
| 3M | -32.0% | -18.1% | -13.9% | -30.7% |
| 6M | -35.6% | -6.4% | -29.2% | -35.3% |
| YTD | -53.8% | +14.9% | -68.7% | -56.6% |
| 1Y | -51.1% | +27.7% | -78.8% | -54.9% |
| All | -51.1% | +32.0% | -83.1% | -54.9% |
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 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