+284.0%
FITB vs ODFL
+742.1%
-458.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -0.3% | -3.3% | +3.0% | +1.3% |
| 30D | -5.7% | -15.3% | +9.6% | +1.7% |
| 3M | +3.2% | -27.3% | +30.5% | +19.0% |
| 6M | +23.4% | -4.5% | +27.9% | +24.2% |
| YTD | +18.8% | +15.1% | +3.6% | +8.4% |
| 1Y | +25.0% | +21.1% | +3.9% | +10.6% |
| 3Y | +131.2% | -14.1% | +145.3% | +131.3% |
| 5Y | +70.7% | +26.6% | +44.1% | +31.7% |
| All | +284.0% | +742.1% | -458.1% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling