+141.6%
FITB vs ODFL
-9.1%
+150.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.5% |
| 7D | +2.8% | +5.8% | -3.1% | +0.7% |
| 30D | +9.8% | -5.3% | +15.1% | +11.7% |
| 3M | -5.2% | -19.0% | +13.8% | +1.9% |
| 6M | +17.3% | -7.5% | +24.8% | +19.3% |
| YTD | +19.3% | +11.8% | +7.5% | +11.9% |
| 1Y | +32.7% | +29.7% | +3.0% | +17.6% |
| 3Y | +141.6% | -9.1% | +150.7% | +135.7% |
| All | +141.6% | -9.1% | +150.7% | +135.7% |
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