-25.9%
FPS vs ODFL
-15.6%
-10.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.3% | -4.3% |
| 7D | -20.9% | -5.4% | -15.4% | -18.9% |
| 30D | -46.3% | -7.7% | -38.7% | -45.0% |
| 3M | -42.9% | -20.8% | -22.0% | -37.1% |
| 6M | -46.8% | -15.0% | -31.8% | -44.0% |
| All | -25.9% | -15.6% | -10.3% | -22.6% |
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