+40,354.9%
ODFL vs FTI
+2,117.5%
+38,237.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -13.4% | +12.3% | -25.8% | -16.1% |
| 3M | -24.2% | +13.8% | -37.9% | -26.9% |
| 6M | -3.3% | +24.3% | -27.6% | -9.3% |
| YTD | +19.8% | +75.8% | -56.0% | +2.7% |
| 1Y | +24.5% | +99.6% | -75.1% | +2.9% |
| 3Y | -9.6% | +278.4% | -288.1% | -38.0% |
| 5Y | +28.0% | +1,168.7% | -1,140.7% | -39.0% |
| 10Y | +735.3% | +297.5% | +437.7% | +366.2% |
| All | +40,354.9% | +2,117.5% | +38,237.4% | +11,521.8% |
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