-9.6%
ODFL vs FFIV
+141.9%
-151.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.2% | -1.5% | +1.7% | +0.7% |
| 30D | -13.4% | -2.7% | -10.8% | -12.7% |
| 3M | -24.2% | -1.7% | -22.5% | -24.3% |
| 6M | -3.3% | +36.1% | -39.4% | -15.6% |
| YTD | +19.8% | +52.6% | -32.9% | -0.8% |
| 1Y | +24.5% | +21.5% | +3.0% | +12.6% |
| 3Y | -9.6% | +142.7% | -152.3% | -40.5% |
| All | -9.6% | +141.9% | -151.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling