-13.1%
ODFL vs FTI
+274.9%
-288.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.4% |
| 30D | -14.3% | +5.0% | -19.3% | -15.4% |
| 3M | -26.7% | +13.8% | -40.6% | -29.5% |
| 6M | -7.5% | +22.9% | -30.4% | -13.6% |
| YTD | +16.5% | +75.0% | -58.4% | -2.1% |
| 1Y | +23.5% | +96.9% | -73.4% | -0.2% |
| All | -13.1% | +274.9% | -288.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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