-22.6%
FPS vs ODFL
-9.9%
-12.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -17.6% |
| 7D | -23.3% | +3.5% | -26.8% | -24.2% |
| 30D | -42.4% | 0.0% | -42.4% | -42.9% |
| 3M | -43.0% | -18.1% | -25.0% | -38.0% |
| 6M | -44.5% | -6.4% | -38.1% | -44.0% |
| All | -22.6% | -9.9% | -12.7% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling