+1,668.4%
FITB vs ODFL
+32,662.2%
-30,993.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +0.6% | -6.3% | +6.9% | +1.8% |
| 30D | -4.7% | -13.6% | +8.9% | -2.1% |
| 3M | +6.7% | -24.2% | +30.9% | +12.3% |
| 6M | +12.6% | -13.8% | +26.3% | +15.4% |
| YTD | +19.1% | +19.0% | +0.1% | +14.5% |
| 1Y | +22.6% | +25.7% | -3.0% | +16.5% |
| 3Y | +127.1% | -13.1% | +140.2% | +128.9% |
| 5Y | +71.8% | +26.7% | +45.2% | +60.0% |
| 10Y | +287.2% | +721.5% | -434.3% | +165.4% |
| All | +1,668.4% | +32,662.2% | -30,993.8% | +752.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling