-9.1%
ODFL vs FGI
-16.0%
+6.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -25.2% | +26.9% | +2.0% |
| 7D | +5.8% | -14.4% | +20.2% | +6.0% |
| 30D | -5.3% | -11.8% | +6.4% | -5.3% |
| 3M | -19.0% | -46.2% | +27.3% | -18.5% |
| 6M | -7.5% | +5.2% | -12.7% | -8.4% |
| YTD | +11.8% | +10.5% | +1.3% | +10.2% |
| 1Y | +29.7% | +25.5% | +4.2% | +27.7% |
| 3Y | -9.1% | -16.0% | +6.9% | -9.2% |
| All | -9.1% | -16.0% | +6.9% | -9.2% |
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