+27.7%
ODFL vs FRMI
-93.1%
+120.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.5% | +0.8% |
| 7D | +3.5% | -39.7% | +43.2% | +2.7% |
| 30D | 0.0% | -55.2% | +55.2% | -0.9% |
| 3M | -18.1% | -71.2% | +53.1% | -19.2% |
| 6M | -6.4% | -64.1% | +57.7% | -7.5% |
| YTD | +14.9% | -77.2% | +92.1% | +13.4% |
| 1Y | +27.7% | -93.2% | +120.9% | +23.5% |
| All | +27.7% | -93.1% | +120.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling