+37,657.3%
ODFL vs FTI
+1,779.9%
+35,877.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | +5.8% | +4.3% | +1.5% | +4.7% |
| 30D | -5.3% | -4.7% | -0.7% | -4.4% |
| 3M | -19.0% | -13.5% | -5.4% | -16.2% |
| 6M | -7.5% | -8.7% | +1.2% | -6.1% |
| YTD | +11.8% | +49.0% | -37.2% | -0.4% |
| 1Y | +29.7% | +54.0% | -24.4% | +14.5% |
| 3Y | -9.1% | +211.6% | -220.8% | -34.6% |
| 5Y | +0.2% | +881.9% | -881.6% | -48.8% |
| 10Y | +566.3% | +188.1% | +378.2% | +307.2% |
| All | +37,657.3% | +1,779.9% | +35,877.5% | +11,172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling