+33,217.9%
ODFL vs FFIV
+6,091.4%
+27,126.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.7% |
| 7D | -5.4% | -4.2% | -1.3% | -4.9% |
| 30D | -7.7% | -33.9% | +26.2% | -2.5% |
| 3M | -20.8% | -22.6% | +1.8% | -18.3% |
| 6M | -15.0% | -10.4% | -4.7% | -14.2% |
| YTD | +7.6% | +24.3% | -16.7% | +3.6% |
| 1Y | +22.7% | +31.8% | -9.1% | +17.2% |
| 3Y | -12.9% | +99.5% | -112.4% | -21.5% |
| 5Y | -0.1% | +40.7% | -40.8% | -5.9% |
| 10Y | +550.4% | +126.9% | +423.5% | +474.0% |
| All | +33,217.9% | +6,091.4% | +27,126.5% | +21,073.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling