+2,072.5%
FTNT vs ODFL
+742.1%
+1,330.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | -0.1% | -3.3% | +3.1% | +1.2% |
| 30D | -3.0% | -15.3% | +12.3% | +4.0% |
| 3M | +7.6% | -27.3% | +34.9% | +22.3% |
| 6M | +87.0% | -4.5% | +91.4% | +87.1% |
| YTD | +96.5% | +15.1% | +81.4% | +78.6% |
| 1Y | +92.9% | +21.1% | +71.9% | +70.2% |
| 3Y | +139.8% | -14.1% | +154.0% | +134.8% |
| 5Y | +151.3% | +26.6% | +124.7% | +95.6% |
| All | +2,072.5% | +742.1% | +1,330.3% | +727.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling