+27.3%
ODFL vs FTI
+1,066.8%
-1,039.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -3.3% | -4.4% | +1.1% | -2.3% |
| 30D | -15.3% | +1.5% | -16.8% | -15.6% |
| 3M | -27.3% | +8.2% | -35.5% | -28.8% |
| 6M | -4.5% | +18.8% | -23.3% | -8.8% |
| YTD | +15.1% | +71.7% | -56.5% | +0.9% |
| 1Y | +21.1% | +90.0% | -69.0% | +3.4% |
| 3Y | -14.1% | +270.5% | -284.6% | -37.6% |
| All | +27.3% | +1,066.8% | -1,039.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling