+69.8%
FITB vs ODFL
+26.9%
+42.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.0% | -2.8% | +1.8% | +0.1% |
| 30D | -5.5% | -13.7% | +8.2% | -0.1% |
| 3M | +4.1% | -23.4% | +27.5% | +14.9% |
| 6M | +18.7% | -7.2% | +25.9% | +20.8% |
| YTD | +18.2% | +15.6% | +2.5% | +9.5% |
| 1Y | +23.7% | +24.2% | -0.5% | +10.8% |
| 3Y | +130.8% | -12.8% | +143.5% | +130.0% |
| 5Y | +69.8% | +27.1% | +42.7% | +42.8% |
| All | +69.8% | +26.9% | +42.8% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling