-38.8%
FIS vs ODFL
-9.1%
-29.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +2.8% | +5.8% | -3.0% | +1.9% |
| 30D | -16.7% | -5.3% | -11.4% | -16.1% |
| 3M | -32.3% | -19.0% | -13.3% | -30.1% |
| 6M | -29.1% | -7.5% | -21.6% | -28.6% |
| YTD | -54.1% | +11.8% | -65.9% | -56.0% |
| 1Y | -53.7% | +29.7% | -83.4% | -57.0% |
| 3Y | -38.8% | -9.1% | -29.7% | -41.3% |
| All | -38.8% | -9.1% | -29.7% | -41.3% |
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