-26.5%
FIS vs ODFL
-12.7%
-13.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -3.0% |
| 7D | -9.1% | -3.0% | -6.1% | -8.6% |
| 30D | -10.4% | -14.3% | +3.8% | -8.1% |
| 3M | -3.7% | -26.7% | +23.0% | +1.3% |
| 6M | -24.8% | -7.5% | -17.3% | -24.4% |
| YTD | -41.6% | +16.5% | -58.1% | -44.2% |
| 1Y | -42.7% | +23.5% | -66.3% | -46.2% |
| All | -26.5% | -12.7% | -13.8% | -29.8% |
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