-10.7%
ODFL vs FGI
-4.4%
-6.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | 0.0% |
| 7D | -6.3% | +0.5% | -6.8% | -6.3% |
| 30D | -13.6% | +65.4% | -79.0% | -14.7% |
| 3M | -24.2% | +23.5% | -47.7% | -25.0% |
| 6M | -13.8% | +60.5% | -74.3% | -15.2% |
| YTD | +19.0% | +30.0% | -11.0% | +17.2% |
| 1Y | +25.7% | +82.1% | -56.4% | +24.0% |
| All | -10.7% | -4.4% | -6.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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