+31.5%
ODFL vs FRMI
-78.0%
+109.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.8% |
| 7D | -3.0% | +15.9% | -18.9% | -2.7% |
| 30D | -14.3% | -6.0% | -8.3% | -14.3% |
| 3M | -26.7% | -1.6% | -25.1% | -26.5% |
| 6M | -7.5% | -30.7% | +23.2% | -7.6% |
| YTD | +16.5% | -30.9% | +47.4% | +16.7% |
| All | +31.5% | -78.0% | +109.5% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling