+9,359.7%
FTNT vs ODFL
+4,418.9%
+4,940.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.0% |
| 7D | +1.7% | -3.0% | +4.7% | +3.1% |
| 30D | -4.3% | -14.3% | +10.0% | +2.4% |
| 3M | +13.6% | -26.7% | +40.3% | +29.4% |
| 6M | +87.6% | -7.5% | +95.1% | +90.6% |
| YTD | +98.0% | +16.5% | +81.4% | +78.7% |
| 1Y | +96.9% | +23.5% | +73.4% | +71.8% |
| 3Y | +145.4% | -12.1% | +157.5% | +137.4% |
| 5Y | +153.0% | +28.9% | +124.1% | +97.7% |
| 10Y | +2,098.3% | +746.5% | +1,351.8% | +577.5% |
| All | +9,359.7% | +4,418.9% | +4,940.8% | +1,416.7% |
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