+1,671.1%
FITB vs ODFL
+30,665.2%
-28,994.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +2.8% | +5.8% | -3.1% | +1.6% |
| 30D | +9.8% | -5.3% | +15.1% | +10.9% |
| 3M | -5.2% | -19.0% | +13.8% | -1.4% |
| 6M | +17.3% | -7.5% | +24.8% | +18.6% |
| YTD | +19.3% | +11.8% | +7.5% | +16.0% |
| 1Y | +32.7% | +29.7% | +3.0% | +25.3% |
| 3Y | +141.6% | -9.1% | +150.7% | +141.4% |
| 5Y | +48.9% | +0.2% | +48.6% | +44.6% |
| 10Y | +216.5% | +566.3% | -349.7% | +124.3% |
| All | +1,671.1% | +30,665.2% | -28,994.1% | +763.2% |
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