+34.3%
ODFL vs FRMI
-79.6%
+113.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.3% | +0.2% |
| 7D | -6.3% | +2.4% | -8.7% | -6.2% |
| 30D | -13.6% | -17.3% | +3.7% | -13.9% |
| 3M | -24.2% | -17.2% | -7.0% | -24.1% |
| 6M | -13.8% | -43.4% | +29.6% | -14.3% |
| YTD | +19.0% | -36.0% | +55.0% | +19.0% |
| All | +34.3% | -79.6% | +113.9% | +26.4% |
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